+1,765.2%
TTWO vs LPLA
+1,273.0%
+492.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.3% | -1.5% | -0.8% | -2.0% |
| 30D | -16.7% | -6.0% | -10.8% | -15.7% |
| 3M | -0.4% | +21.4% | -21.8% | -4.6% |
| 6M | -1.6% | +12.1% | -13.7% | -4.4% |
| YTD | -17.5% | -1.8% | -15.7% | -17.9% |
| 1Y | -14.8% | +3.2% | -18.0% | -16.4% |
| 3Y | +47.9% | +45.9% | +1.9% | +32.2% |
| 5Y | +34.5% | +144.7% | -110.2% | +4.5% |
| 10Y | +394.0% | +1,222.4% | -828.4% | +136.7% |
| All | +1,765.2% | +1,273.0% | +492.2% | +674.0% |
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