+508.5%
TTD vs LPLA
+758.1%
-249.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +21.3% | -0.9% | +22.2% | +22.0% |
| 30D | +28.7% | -9.5% | +38.2% | +33.8% |
| 3M | +7.7% | -21.9% | +29.6% | +19.6% |
| 6M | -23.5% | -2.6% | -20.9% | -24.0% |
| YTD | -58.7% | -17.8% | -40.9% | -56.2% |
| 1Y | -63.4% | -21.2% | -42.2% | -60.5% |
| 3Y | -75.3% | +30.6% | -105.9% | -79.9% |
| 5Y | -84.4% | +81.3% | -165.7% | -89.7% |
| All | +508.5% | +758.1% | -249.6% | +134.2% |
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