+361.7%
TXG vs LPLA
+0.7%
+361.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.8% | -3.1% | +4.9% | +2.5% |
| 30D | +32.0% | -0.1% | +32.1% | +32.0% |
| 3M | +87.0% | +23.2% | +63.8% | +77.5% |
| 6M | +180.1% | +15.5% | +164.5% | +168.8% |
| YTD | +284.1% | +0.9% | +283.2% | +274.3% |
| 1Y | +361.7% | +0.2% | +361.5% | +323.9% |
| All | +361.7% | +0.7% | +361.0% | +323.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling