-63.8%
TTD vs LPLA
-19.0%
-44.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.9% | +4.2% |
| 7D | +20.8% | -3.2% | +24.0% | +21.8% |
| 30D | +33.8% | -8.6% | +42.5% | +36.4% |
| 3M | +17.8% | -18.7% | +36.5% | +23.6% |
| 6M | -25.7% | +4.5% | -30.3% | -27.9% |
| YTD | -57.9% | -15.3% | -42.6% | -58.3% |
| 1Y | -63.8% | -19.9% | -44.0% | -63.5% |
| All | -63.8% | -19.0% | -44.8% | -63.5% |
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 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