+75.4%
TSM vs LPLA
+3.3%
+72.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +4.8% | -1.5% | +6.3% | +4.9% |
| 30D | +4.0% | -6.0% | +10.0% | +4.6% |
| 3M | +2.0% | +21.4% | -19.4% | -0.4% |
| 6M | +25.5% | +12.1% | +13.4% | +24.1% |
| YTD | +44.0% | -1.8% | +45.8% | +44.1% |
| 1Y | +75.4% | +3.2% | +72.2% | +72.8% |
| All | +75.4% | +3.3% | +72.1% | +72.8% |
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