+397.0%
TSM vs LPLA
+54.7%
+342.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +2.7% | -3.1% | +5.8% | +3.5% |
| 30D | +3.6% | -0.1% | +3.7% | +3.5% |
| 3M | -3.4% | +23.2% | -26.6% | -9.2% |
| 6M | +20.6% | +15.5% | +5.1% | +15.1% |
| YTD | +41.9% | +0.9% | +41.0% | +40.1% |
| 1Y | +84.4% | +0.2% | +84.2% | +81.6% |
| All | +397.0% | +54.7% | +342.2% | +334.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling