+2,143.1%
TT vs LPLA
+1,311.2%
+831.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | 0.0% | -3.1% | +3.1% | +0.9% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -3.0% | +23.2% | -26.2% | -9.2% |
| 6M | +1.4% | +15.5% | -14.2% | -3.8% |
| YTD | +15.9% | +0.9% | +15.0% | +13.8% |
| 1Y | +9.4% | +0.2% | +9.3% | +6.9% |
| 3Y | +124.4% | +55.2% | +69.2% | +85.9% |
| 5Y | +138.0% | +145.4% | -7.4% | +63.7% |
| 10Y | +886.4% | +1,229.7% | -343.3% | +282.8% |
| All | +2,143.1% | +1,311.2% | +831.8% | +638.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling