+425.2%
TXG vs LPLA
+3.8%
+421.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.5% | +2.9% |
| 7D | +9.5% | -1.5% | +11.0% | +9.8% |
| 30D | +18.8% | -6.0% | +24.8% | +20.4% |
| 3M | +136.1% | +24.0% | +112.1% | +121.8% |
| 6M | +235.2% | +17.0% | +218.2% | +219.4% |
| YTD | +320.5% | -0.7% | +321.2% | +310.4% |
| 1Y | +425.2% | +2.1% | +423.1% | +384.7% |
| All | +425.2% | +3.8% | +421.4% | +384.7% |
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 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