-12.6%
TLT vs LPLA
+758.1%
-770.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.1% | -0.9% | -2.2% | -3.2% |
| 30D | +1.0% | -9.5% | +10.5% | +0.2% |
| 3M | -2.7% | -21.9% | +19.1% | -4.9% |
| 6M | -4.1% | -2.6% | -1.5% | -4.0% |
| YTD | -5.4% | -17.8% | +12.5% | -6.6% |
| 1Y | -7.0% | -21.2% | +14.2% | -8.6% |
| 3Y | +2.8% | +30.6% | -27.8% | +8.7% |
| 5Y | -35.4% | +81.3% | -116.7% | -27.6% |
| All | -12.6% | +758.1% | -770.7% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling