+5,402.4%
TSM vs LPLA
+1,111.7%
+4,290.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | -2.1% | +3.6% | -5.7% | -3.0% |
| 30D | -12.5% | -6.8% | -5.8% | -11.4% |
| 3M | -5.0% | -17.0% | +12.0% | -1.0% |
| 6M | -3.2% | +1.8% | -5.0% | -5.1% |
| YTD | +31.5% | -13.4% | +44.9% | +33.6% |
| 1Y | +35.7% | -17.5% | +53.2% | +39.7% |
| 3Y | +323.5% | +36.5% | +287.0% | +273.5% |
| 5Y | +263.4% | +92.6% | +170.7% | +183.8% |
| 10Y | +1,598.5% | +809.2% | +789.3% | +783.1% |
| All | +5,402.4% | +1,111.7% | +4,290.8% | +2,303.5% |
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 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