+113.6%
TRMB vs LPLA
+1,226.8%
-1,113.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -5.4% | -3.7% | -1.8% | -3.9% |
| 30D | -2.0% | -6.4% | +4.4% | +0.7% |
| 3M | +12.3% | +20.2% | -7.8% | +3.2% |
| 6M | -17.6% | +12.8% | -30.5% | -22.7% |
| YTD | -27.5% | -2.5% | -25.0% | -28.1% |
| 1Y | -29.1% | +1.9% | -31.0% | -31.4% |
| 3Y | +11.5% | +45.0% | -33.5% | -10.1% |
| 5Y | -39.5% | +146.6% | -186.1% | -64.1% |
| All | +113.6% | +1,226.8% | -1,113.2% | -35.2% |
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