+389.7%
TPR vs LPLA
+892.4%
-502.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +0.8% |
| 7D | +12.7% | +2.3% | +10.4% | +11.3% |
| 30D | +17.1% | -7.7% | +24.7% | +20.5% |
| 3M | -15.9% | -15.7% | -0.2% | -9.8% |
| 6M | +2.6% | +0.8% | +1.8% | -0.1% |
| YTD | +7.5% | -14.2% | +21.7% | +11.7% |
| 1Y | +32.9% | -17.9% | +50.8% | +41.1% |
| 3Y | +413.8% | +36.1% | +377.8% | +291.2% |
| 5Y | +263.9% | +90.3% | +173.5% | +112.0% |
| 10Y | +389.7% | +841.0% | -451.3% | +53.4% |
| All | +389.7% | +892.4% | -502.7% | +53.4% |
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