+317.6%
TRI vs LPLA
+1,275.5%
-957.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -4.0% | -6.1% |
| 7D | -7.1% | -2.1% | -5.0% | -6.7% |
| 30D | -2.3% | -3.3% | +1.0% | -1.8% |
| 3M | +19.6% | +23.5% | -4.0% | +15.2% |
| 6M | -8.7% | +12.0% | -20.7% | -10.7% |
| YTD | -22.3% | -1.7% | -20.6% | -22.5% |
| 1Y | -40.7% | +3.2% | -43.9% | -41.5% |
| 3Y | -17.8% | +46.2% | -64.0% | -24.9% |
| 5Y | -8.5% | +144.9% | -153.4% | -26.0% |
| 10Y | +192.6% | +1,195.1% | -1,002.5% | +66.4% |
| All | +317.6% | +1,275.5% | -957.9% | +110.9% |
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