+127.9%
TT vs LPLA
+78.4%
+49.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.8% |
| 7D | -2.0% | +4.1% | -6.2% | -3.0% |
| 30D | -14.0% | -9.0% | -5.0% | -12.5% |
| 3M | -15.9% | -17.6% | +1.8% | -12.6% |
| 6M | -17.3% | -8.8% | -8.5% | -16.3% |
| YTD | +4.0% | -17.0% | +21.0% | +6.8% |
| 1Y | -7.1% | -20.4% | +13.3% | -3.6% |
| 3Y | +90.2% | +35.4% | +54.8% | +66.9% |
| All | +127.9% | +78.4% | +49.5% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling