+424.8%
TNA vs LPLA
+1,275.5%
-850.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | +1.2% |
| 7D | +4.1% | -2.1% | +6.1% | +6.2% |
| 30D | -7.6% | -3.3% | -4.3% | -4.9% |
| 3M | +8.1% | +23.5% | -15.5% | -14.9% |
| 6M | +49.0% | +12.0% | +37.0% | +26.6% |
| YTD | +51.7% | -1.7% | +53.4% | +45.8% |
| 1Y | +59.6% | +3.2% | +56.4% | +44.2% |
| 3Y | +118.9% | +46.2% | +72.7% | +30.6% |
| 5Y | -19.2% | +144.9% | -164.1% | -72.6% |
| 10Y | +77.2% | +1,195.1% | -1,117.9% | -84.2% |
| All | +424.8% | +1,275.5% | -850.7% | -65.4% |
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