+748.4%
TT vs LPLA
+757.5%
-9.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.7% |
| 7D | +8.1% | -2.8% | +10.8% | +8.9% |
| 30D | -11.3% | -10.2% | -1.1% | -8.9% |
| 3M | -11.2% | -22.3% | +11.1% | -4.9% |
| 6M | -8.9% | -0.5% | -8.4% | -10.0% |
| YTD | +9.7% | -17.9% | +27.6% | +13.7% |
| 1Y | +1.3% | -22.0% | +23.3% | +6.6% |
| 3Y | +93.4% | +29.4% | +63.9% | +66.1% |
| 5Y | +133.5% | +81.2% | +52.3% | +70.5% |
| All | +748.4% | +757.5% | -9.1% | +278.8% |
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 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