-40.6%
TOST vs LPLA
+78.4%
-119.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | +9.4% | +4.1% | +5.3% | +7.7% |
| 30D | +13.5% | -9.0% | +22.5% | +17.2% |
| 3M | -0.1% | -17.6% | +17.5% | +7.2% |
| 6M | +22.5% | -8.8% | +31.3% | +25.0% |
| YTD | -2.4% | -17.0% | +14.7% | +2.8% |
| 1Y | -4.7% | -20.4% | +15.7% | +2.2% |
| 3Y | +103.2% | +35.4% | +67.8% | +68.0% |
| All | -40.6% | +78.4% | -119.0% | -64.9% |
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