+1,084.3%
TTMI vs LPLA
+1,226.8%
-142.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | +6.0% | -3.7% | +9.7% | +7.5% |
| 30D | -6.4% | -6.4% | -0.1% | -4.1% |
| 3M | -28.9% | +20.2% | -49.1% | -34.8% |
| 6M | +26.9% | +12.8% | +14.0% | +18.5% |
| YTD | +77.3% | -2.5% | +79.8% | +75.4% |
| 1Y | +147.5% | +1.9% | +145.6% | +141.1% |
| 3Y | +847.6% | +45.0% | +802.7% | +692.5% |
| 5Y | +802.2% | +146.6% | +655.6% | +479.2% |
| All | +1,084.3% | +1,226.8% | -142.5% | +301.2% |
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