+36.0%
TSM vs LPLA
-16.5%
+52.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.6% | -6.9% | -2.4% |
| 7D | -10.0% | +15.7% | -25.7% | -10.7% |
| 30D | -18.5% | -6.2% | -12.4% | -18.0% |
| 3M | -4.9% | -12.0% | +7.1% | -3.8% |
| 6M | -1.0% | -2.7% | +1.8% | -0.2% |
| YTD | +31.3% | -12.5% | +43.8% | +30.9% |
| 1Y | +36.0% | -16.5% | +52.5% | +40.9% |
| All | +36.0% | -16.5% | +52.5% | +40.9% |
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 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