-12.3%
TLT vs LPLA
+824.7%
-837.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.2% |
| 7D | -0.3% | +3.6% | -3.9% | +0.1% |
| 30D | +3.7% | -6.8% | +10.5% | +3.1% |
| 3M | -0.7% | -17.0% | +16.4% | -2.3% |
| 6M | -4.2% | +1.8% | -6.0% | -3.6% |
| YTD | -4.0% | -13.4% | +9.4% | -4.8% |
| 1Y | -5.8% | -17.5% | +11.7% | -7.1% |
| 3Y | +4.1% | +36.5% | -32.4% | +10.5% |
| 5Y | -34.8% | +92.6% | -127.4% | -26.5% |
| 10Y | -12.3% | +809.2% | -821.5% | +21.1% |
| All | -12.3% | +824.7% | -837.1% | +21.1% |
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