+799.8%
TMUS vs LPLA
+1,099.8%
-300.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.8% | +3.4% |
| 7D | +5.3% | +2.3% | +3.0% | +4.8% |
| 30D | +13.5% | -7.7% | +21.2% | +15.0% |
| 3M | -4.2% | -15.7% | +11.5% | -1.3% |
| 6M | -11.9% | +0.8% | -12.7% | -12.8% |
| YTD | -15.6% | -14.2% | -1.3% | -14.4% |
| 1Y | -16.8% | -17.9% | +1.1% | -14.9% |
| 3Y | +20.8% | +36.1% | -15.3% | +6.1% |
| 5Y | +48.0% | +90.3% | -42.3% | +15.2% |
| 10Y | +234.7% | +841.0% | -606.2% | +60.7% |
| All | +799.8% | +1,099.8% | -300.0% | +237.6% |
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