+191.1%
TRI vs LPLA
+1,251.7%
-1,060.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -7.9% | -1.5% | -6.3% | -7.6% |
| 30D | -4.5% | -6.0% | +1.5% | -3.5% |
| 3M | +22.1% | +24.0% | -1.9% | +17.6% |
| 6M | -2.8% | +17.0% | -19.8% | -5.6% |
| YTD | -23.4% | -0.7% | -22.7% | -23.8% |
| 1Y | -41.5% | +2.1% | -43.6% | -42.2% |
| 3Y | -19.2% | +48.7% | -67.9% | -26.4% |
| 5Y | -9.4% | +151.2% | -160.6% | -27.3% |
| All | +191.1% | +1,251.7% | -1,060.6% | +74.0% |
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 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