+76.5%
TNA vs LPLA
+1,251.7%
-1,175.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | -0.9% |
| 7D | -7.3% | -1.5% | -5.7% | -5.8% |
| 30D | -14.2% | -6.0% | -8.2% | -8.7% |
| 3M | -4.6% | +24.0% | -28.6% | -26.1% |
| 6M | +36.9% | +17.0% | +19.9% | +9.8% |
| YTD | +42.5% | -0.7% | +43.2% | +35.0% |
| 1Y | +45.8% | +2.1% | +43.7% | +32.0% |
| 3Y | +104.7% | +48.7% | +56.0% | +13.4% |
| 5Y | -21.7% | +151.2% | -172.9% | -78.1% |
| All | +76.5% | +1,251.7% | -1,175.1% | -84.5% |
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