-79.9%
TTD vs LPLA
+147.5%
-227.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.8% | +1.8% |
| 7D | -0.6% | -1.5% | +0.9% | +0.1% |
| 30D | +6.3% | -6.0% | +12.3% | +9.2% |
| 3M | -24.1% | +24.0% | -48.2% | -31.7% |
| 6M | -47.4% | +17.0% | -64.4% | -51.7% |
| YTD | -62.2% | -0.7% | -61.6% | -62.9% |
| 1Y | -68.3% | +2.1% | -70.4% | -69.5% |
| 3Y | -83.4% | +48.7% | -132.1% | -87.0% |
| All | -79.9% | +147.5% | -227.4% | -90.4% |
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