+275.1%
TPR vs LPLA
+1,060.6%
-785.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | +14.2% | +4.1% | +10.0% | +12.1% |
| 30D | +17.1% | -9.0% | +26.1% | +20.8% |
| 3M | -17.7% | -17.6% | -0.1% | -11.8% |
| 6M | -10.2% | -8.8% | -1.3% | -8.1% |
| YTD | +4.9% | -17.0% | +21.9% | +10.1% |
| 1Y | +36.1% | -20.4% | +56.5% | +45.3% |
| 3Y | +416.5% | +35.4% | +381.0% | +317.3% |
| 5Y | +254.8% | +79.7% | +175.0% | +142.2% |
| 10Y | +391.7% | +915.0% | -523.2% | +78.3% |
| All | +275.1% | +1,060.6% | -785.5% | +12.0% |
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