-43.7%
TSCO vs LPLA
+3.8%
-47.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | -5.7% | -1.5% | -4.1% | -5.6% |
| 30D | -8.8% | -6.0% | -2.8% | -8.5% |
| 3M | +6.3% | +24.0% | -17.7% | +5.2% |
| 6M | -32.3% | +17.0% | -49.3% | -32.5% |
| YTD | -32.7% | -0.7% | -32.0% | -32.4% |
| 1Y | -43.7% | +2.1% | -45.8% | -43.6% |
| All | -43.7% | +3.8% | -47.4% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling