+394.9%
TTWO vs LPLA
+1,251.7%
-856.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | +0.4% | -1.5% | +1.9% | +0.6% |
| 30D | -11.3% | -6.0% | -5.3% | -10.4% |
| 3M | +1.6% | +24.0% | -22.4% | -2.5% |
| 6M | +2.1% | +17.0% | -14.9% | -1.2% |
| YTD | -15.8% | -0.7% | -15.2% | -16.4% |
| 1Y | -12.6% | +2.1% | -14.7% | -13.8% |
| 3Y | +48.2% | +48.7% | -0.5% | +34.2% |
| 5Y | +40.0% | +151.2% | -111.3% | +12.5% |
| All | +394.9% | +1,251.7% | -856.8% | +220.9% |
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 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