+49.5%
TXN vs LPLA
+3.8%
+45.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.7% |
| 7D | +4.0% | -1.5% | +5.5% | +4.1% |
| 30D | -2.9% | -6.0% | +3.2% | -2.5% |
| 3M | -9.1% | +24.0% | -33.1% | -11.1% |
| 6M | +36.6% | +17.0% | +19.6% | +33.3% |
| YTD | +57.5% | -0.7% | +58.2% | +57.2% |
| 1Y | +49.5% | +2.1% | +47.4% | +47.1% |
| All | +49.5% | +3.8% | +45.8% | +47.1% |
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