+1,815.4%
TSM vs LPLA
+1,198.0%
+617.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +4.8% | -1.5% | +6.3% | +5.2% |
| 30D | +4.0% | -6.0% | +10.0% | +5.8% |
| 3M | +2.0% | +21.4% | -19.4% | -4.2% |
| 6M | +25.5% | +12.1% | +13.4% | +20.1% |
| YTD | +44.0% | -1.8% | +45.8% | +42.5% |
| 1Y | +75.4% | +3.2% | +72.2% | +70.3% |
| 3Y | +406.7% | +45.9% | +360.8% | +335.6% |
| 5Y | +285.0% | +144.7% | +140.3% | +173.1% |
| 10Y | +1,815.4% | +1,222.4% | +592.9% | +941.5% |
| All | +1,815.4% | +1,198.0% | +617.4% | +941.5% |
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