+311.2%
TPR vs LPLA
+1,194.2%
-883.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.5% |
| 7D | -3.4% | -2.1% | -1.3% | -2.4% |
| 30D | -27.3% | -3.3% | -24.0% | -26.1% |
| 3M | -16.2% | +23.5% | -39.8% | -24.8% |
| 6M | -17.9% | +12.0% | -29.9% | -23.2% |
| YTD | -7.1% | -1.7% | -5.4% | -8.4% |
| 1Y | +13.6% | +3.2% | +10.4% | +8.1% |
| 3Y | +293.7% | +46.2% | +247.5% | +196.1% |
| 5Y | +239.1% | +144.9% | +94.2% | +76.5% |
| 10Y | +311.2% | +1,195.1% | -883.9% | +13.2% |
| All | +311.2% | +1,194.2% | -883.0% | +13.2% |
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