-44.5%
TOST vs LPLA
+110.7%
-155.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +68.2% |
| 5Y | -41.2% | +79.7% | -121.0% | -64.7% |
| All | -44.5% | +110.7% | -155.2% | -68.7% |
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