+361.1%
TTD vs LPLA
+1,180.4%
-819.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.6% | -1.5% | -3.1% | -3.9% |
| 30D | +3.7% | -6.0% | +9.6% | +6.6% |
| 3M | -30.2% | +21.4% | -51.6% | -36.7% |
| 6M | -51.4% | +12.1% | -63.5% | -54.5% |
| YTD | -63.4% | -1.8% | -61.6% | -63.9% |
| 1Y | -73.5% | +3.2% | -76.7% | -74.7% |
| 3Y | -83.5% | +45.9% | -129.4% | -87.0% |
| 5Y | -80.9% | +144.7% | -225.6% | -88.9% |
| All | +361.1% | +1,180.4% | -819.2% | +60.7% |
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