+966.9%
TSCO vs LPLA
+1,275.5%
-308.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.3% |
| 7D | +1.7% | -2.1% | +3.7% | +2.1% |
| 30D | +2.8% | -3.3% | +6.2% | +3.4% |
| 3M | +17.9% | +23.5% | -5.6% | +13.0% |
| 6M | -28.6% | +12.0% | -40.6% | -30.5% |
| YTD | -28.0% | -1.7% | -26.4% | -28.5% |
| 1Y | -39.9% | +3.2% | -43.1% | -41.0% |
| 3Y | -14.0% | +46.2% | -60.2% | -23.0% |
| 5Y | -2.9% | +144.9% | -147.8% | -24.5% |
| 10Y | +199.5% | +1,195.1% | -995.6% | +49.3% |
| All | +966.9% | +1,275.5% | -308.6% | +394.1% |
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