+379.4%
TTD vs LPLA
+1,216.0%
-836.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 7D | +6.3% | -3.1% | +9.4% | +7.8% |
| 30D | -23.9% | -0.1% | -23.8% | -24.1% |
| 3M | -31.4% | +23.2% | -54.6% | -38.2% |
| 6M | -42.7% | +15.5% | -58.2% | -47.1% |
| YTD | -62.0% | +0.9% | -62.9% | -62.9% |
| 1Y | -72.2% | +0.2% | -72.4% | -73.1% |
| 3Y | -81.9% | +55.2% | -137.2% | -86.3% |
| 5Y | -81.5% | +145.4% | -227.0% | -89.3% |
| All | +379.4% | +1,216.0% | -836.6% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling