+1,150.4%
TMO vs LPLA
+1,273.0%
-122.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.5% | -1.5% | +1.1% | -0.2% |
| 30D | +1.0% | -6.0% | +7.0% | +2.2% |
| 3M | +22.7% | +21.4% | +1.3% | +17.7% |
| 6M | +19.0% | +12.1% | +6.9% | +15.8% |
| YTD | +4.7% | -1.8% | +6.6% | +4.4% |
| 1Y | +26.0% | +3.2% | +22.8% | +23.9% |
| 3Y | +18.0% | +45.9% | -28.0% | +6.0% |
| 5Y | +8.0% | +144.7% | -136.7% | -15.6% |
| 10Y | +333.8% | +1,222.4% | -888.7% | +113.5% |
| All | +1,150.4% | +1,273.0% | -122.6% | +459.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling