-25.4%
TMUS vs LPLA
+3.3%
-28.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -5.3% | -1.5% | -3.8% | -5.4% |
| 30D | +0.1% | -6.0% | +6.1% | -0.4% |
| 3M | -0.6% | +21.4% | -22.0% | +1.6% |
| 6M | -17.5% | +12.1% | -29.6% | -16.7% |
| YTD | -11.3% | -1.8% | -9.4% | -11.5% |
| 1Y | -25.4% | +3.2% | -28.6% | -25.7% |
| All | -25.4% | +3.3% | -28.7% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling