-44.8%
TOST vs LPLA
+120.0%
-164.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +3.0% | +3.6% | -0.7% | +1.4% |
| 30D | +10.3% | -6.8% | +17.0% | +12.7% |
| 3M | -3.3% | -17.0% | +13.7% | +3.5% |
| 6M | +37.8% | +1.8% | +36.0% | +34.0% |
| YTD | -2.8% | -13.4% | +10.6% | +0.5% |
| 1Y | -9.6% | -17.5% | +7.9% | -4.5% |
| 3Y | +144.6% | +36.5% | +108.2% | +102.7% |
| 5Y | -31.0% | +92.6% | -123.6% | -59.6% |
| All | -44.8% | +120.0% | -164.7% | -69.4% |
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 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