+309.1%
TMUS vs LPLA
+1,194.2%
-885.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.6% |
| 7D | -0.3% | -2.1% | +1.8% | +0.1% |
| 30D | +3.1% | -3.3% | +6.5% | +3.8% |
| 3M | +2.4% | +23.5% | -21.1% | -2.0% |
| 6M | -17.1% | +12.0% | -29.1% | -19.5% |
| YTD | -9.1% | -1.7% | -7.4% | -9.9% |
| 1Y | -23.6% | +3.2% | -26.8% | -25.4% |
| 3Y | +38.8% | +46.2% | -7.4% | +21.3% |
| 5Y | +43.0% | +144.9% | -101.9% | +4.8% |
| 10Y | +309.1% | +1,195.1% | -886.0% | +84.2% |
| All | +309.1% | +1,194.2% | -885.1% | +84.2% |
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