+734.7%
TT vs LPLA
+824.7%
-90.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +0.8% | +3.6% | -2.8% | -0.3% |
| 30D | -11.8% | -6.8% | -5.0% | -10.4% |
| 3M | -11.6% | -17.0% | +5.5% | -7.2% |
| 6M | -9.3% | +1.8% | -11.1% | -11.0% |
| YTD | +8.9% | -13.4% | +22.3% | +11.1% |
| 1Y | -2.2% | -17.5% | +15.3% | +1.2% |
| 3Y | +91.9% | +36.5% | +55.4% | +62.4% |
| 5Y | +136.0% | +92.6% | +43.4% | +69.3% |
| 10Y | +734.7% | +809.2% | -74.5% | +271.5% |
| All | +734.7% | +824.7% | -90.0% | +271.5% |
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 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