+245.0%
TPR vs LPLA
+1,311.2%
-1,066.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.3% | -3.1% | +0.8% | -1.0% |
| 30D | -23.0% | -0.1% | -22.9% | -23.0% |
| 3M | -12.5% | +23.2% | -35.7% | -20.2% |
| 6M | -21.4% | +15.5% | -37.0% | -26.8% |
| YTD | -3.5% | +0.9% | -4.4% | -5.7% |
| 1Y | +17.4% | +0.2% | +17.2% | +14.0% |
| 3Y | +291.3% | +55.2% | +236.0% | +202.1% |
| 5Y | +241.9% | +145.4% | +96.5% | +105.9% |
| 10Y | +322.7% | +1,229.7% | -907.0% | +39.6% |
| All | +245.0% | +1,311.2% | -1,066.3% | -4.0% |
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