-45.7%
TOST vs LPLA
+156.2%
-201.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.4% | -3.1% | -0.3% | -2.1% |
| 30D | -2.4% | -0.1% | -2.4% | -2.5% |
| 3M | +34.6% | +23.2% | +11.4% | +22.4% |
| 6M | +15.2% | +15.5% | -0.3% | +6.9% |
| YTD | -4.4% | +0.9% | -5.3% | -6.4% |
| 1Y | -17.4% | +0.2% | -17.6% | -19.4% |
| 3Y | +54.5% | +55.2% | -0.8% | +22.3% |
| All | -45.7% | +156.2% | -201.9% | -71.5% |
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