+1.3%
TT vs LPLA
-23.1%
+24.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.1% |
| 7D | +8.1% | -2.8% | +10.8% | +8.4% |
| 30D | -11.3% | -10.2% | -1.1% | -10.2% |
| 3M | -11.2% | -22.3% | +11.1% | -9.0% |
| 6M | -8.9% | -0.5% | -8.4% | -8.8% |
| YTD | +9.7% | -17.9% | +27.6% | +11.0% |
| 1Y | +1.3% | -22.0% | +23.3% | +4.0% |
| All | +1.3% | -23.1% | +24.4% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling