+764.1%
TMUS vs LPLA
+1,060.6%
-296.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | +3.6% | +4.1% | -0.6% | +2.6% |
| 30D | -3.4% | -9.0% | +5.7% | -1.8% |
| 3M | -9.5% | -17.6% | +8.2% | -6.2% |
| 6M | -15.2% | -8.8% | -6.4% | -14.3% |
| YTD | -18.9% | -17.0% | -1.9% | -17.2% |
| 1Y | -17.7% | -20.4% | +2.7% | -15.3% |
| 3Y | +15.6% | +35.4% | -19.8% | +1.5% |
| 5Y | +38.9% | +79.7% | -40.8% | +9.5% |
| 10Y | +245.3% | +915.0% | -669.7% | +62.4% |
| All | +764.1% | +1,060.6% | -296.5% | +226.4% |
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 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