-9.6%
TOST vs LPLA
-17.5%
+7.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +3.0% | +3.6% | -0.7% | +2.0% |
| 30D | +10.3% | -6.8% | +17.0% | +11.7% |
| 3M | -3.3% | -17.0% | +13.7% | +0.8% |
| 6M | +37.8% | +1.8% | +36.0% | +36.7% |
| YTD | -2.8% | -13.4% | +10.6% | -2.2% |
| 1Y | -9.6% | -17.5% | +7.9% | -6.3% |
| All | -9.6% | -17.5% | +7.9% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling