+10.3%
TXG vs LPLA
+280.8%
-270.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -1.8% | -0.9% | -0.9% | -1.5% |
| 30D | -20.4% | -9.5% | -10.9% | -18.8% |
| 3M | +0.1% | -21.9% | +21.9% | +6.1% |
| 6M | +176.2% | -2.6% | +178.8% | +173.4% |
| YTD | +256.8% | -17.8% | +274.6% | +268.7% |
| 1Y | +255.9% | -21.2% | +277.1% | +271.9% |
| 3Y | +60.2% | +30.6% | +29.6% | +42.6% |
| 5Y | -65.1% | +81.3% | -146.4% | -72.2% |
| All | +10.3% | +280.8% | -270.5% | -27.7% |
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