+6.0%
TLT vs LPLA
+33.1%
-27.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.1% |
| 7D | +0.1% | +4.1% | -4.1% | +0.3% |
| 30D | +6.2% | -9.0% | +15.2% | +5.7% |
| 3M | +0.1% | -17.6% | +17.7% | -1.0% |
| 6M | -3.0% | -8.8% | +5.9% | -3.2% |
| YTD | -2.7% | -17.0% | +14.3% | -3.5% |
| 1Y | -4.8% | -20.4% | +15.6% | -5.9% |
| All | +6.0% | +33.1% | -27.1% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling