+893.7%
TT vs LPLA
+1,194.2%
-300.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | +1.6% | -2.1% | +3.6% | +2.2% |
| 30D | -7.3% | -3.3% | -4.0% | -6.4% |
| 3M | -2.6% | +23.5% | -26.1% | -9.0% |
| 6M | +5.9% | +12.0% | -6.1% | +1.4% |
| YTD | +15.4% | -1.7% | +17.1% | +14.2% |
| 1Y | +8.2% | +3.2% | +5.0% | +4.8% |
| 3Y | +122.7% | +46.2% | +76.4% | +86.6% |
| 5Y | +145.0% | +144.9% | +0.1% | +64.0% |
| 10Y | +893.7% | +1,195.1% | -301.3% | +308.3% |
| All | +893.7% | +1,194.2% | -300.5% | +308.3% |
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 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