-22.5%
TNA vs LPLA
+142.4%
-164.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.5% |
| 7D | -7.6% | -3.7% | -3.9% | -4.7% |
| 30D | -13.6% | -6.4% | -7.3% | -9.0% |
| 3M | +2.8% | +20.2% | -17.4% | -13.7% |
| 6M | +34.5% | +12.8% | +21.7% | +17.2% |
| YTD | +41.0% | -2.5% | +43.5% | +39.0% |
| 1Y | +52.0% | +1.9% | +50.1% | +42.8% |
| 3Y | +103.5% | +45.0% | +58.5% | +35.2% |
| 5Y | -22.5% | +146.6% | -169.1% | -76.0% |
| All | -22.5% | +142.4% | -164.9% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling