+855.6%
TRGP vs LPLA
+1,226.8%
-371.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -0.6% | -3.7% | +3.1% | +1.7% |
| 30D | +10.0% | -6.4% | +16.3% | +14.1% |
| 3M | +7.6% | +20.2% | -12.6% | -5.2% |
| 6M | +26.8% | +12.8% | +13.9% | +14.3% |
| YTD | +60.6% | -2.5% | +63.1% | +55.8% |
| 1Y | +82.5% | +1.9% | +80.5% | +70.2% |
| 3Y | +265.0% | +45.0% | +220.0% | +152.2% |
| 5Y | +645.9% | +146.6% | +499.3% | +204.2% |
| All | +855.6% | +1,226.8% | -371.2% | +85.8% |
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