+383.3%
TPR vs LPLA
+824.7%
-441.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | +12.1% | +3.6% | +8.4% | +9.9% |
| 30D | +16.7% | -6.8% | +23.4% | +19.5% |
| 3M | -17.4% | -17.0% | -0.4% | -10.7% |
| 6M | +2.3% | +1.8% | +0.4% | -0.9% |
| YTD | +7.1% | -13.4% | +20.5% | +10.8% |
| 1Y | +29.5% | -17.5% | +47.0% | +37.1% |
| 3Y | +415.0% | +36.5% | +378.6% | +291.7% |
| 5Y | +261.5% | +92.6% | +168.8% | +109.1% |
| 10Y | +383.3% | +809.2% | -425.9% | +50.7% |
| All | +383.3% | +824.7% | -441.4% | +50.7% |
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 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