-83.3%
TTD vs LPLA
+50.5%
-133.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.9% |
| 7D | +1.7% | -2.1% | +3.8% | +2.5% |
| 30D | +1.6% | -3.3% | +4.9% | +2.7% |
| 3M | -27.8% | +23.5% | -51.4% | -33.8% |
| 6M | -52.1% | +12.0% | -64.1% | -54.6% |
| YTD | -63.1% | -1.7% | -61.4% | -63.5% |
| 1Y | -73.1% | +3.2% | -76.3% | -74.1% |
| 3Y | -83.3% | +46.2% | -129.5% | -84.5% |
| All | -83.3% | +50.5% | -133.7% | -84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling