+419.8%
TXN vs LPLA
+1,251.7%
-831.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.3% |
| 7D | +4.0% | -1.5% | +5.5% | +4.4% |
| 30D | -2.9% | -6.0% | +3.2% | -1.1% |
| 3M | -9.1% | +24.0% | -33.1% | -15.1% |
| 6M | +36.6% | +17.0% | +19.6% | +28.8% |
| YTD | +57.5% | -0.7% | +58.2% | +55.1% |
| 1Y | +49.5% | +2.1% | +47.4% | +45.5% |
| 3Y | +76.5% | +48.7% | +27.9% | +49.2% |
| 5Y | +62.4% | +151.2% | -88.9% | +10.2% |
| All | +419.8% | +1,251.7% | -831.9% | +138.6% |
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