-46.4%
TOST vs LPLA
+108.6%
-155.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.5% |
| 7D | -4.7% | -2.8% | -1.9% | -3.6% |
| 30D | +8.5% | -10.2% | +18.7% | +12.6% |
| 3M | -1.6% | -22.3% | +20.7% | +8.3% |
| 6M | +44.1% | -0.5% | +44.6% | +41.3% |
| YTD | -5.6% | -17.9% | +12.3% | -0.2% |
| 1Y | -12.6% | -22.0% | +9.5% | -5.4% |
| 3Y | +137.6% | +29.4% | +108.2% | +101.1% |
| 5Y | -30.4% | +81.2% | -111.6% | -58.2% |
| All | -46.4% | +108.6% | -155.0% | -69.6% |
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