+1,143.5%
TXN vs LPLA
+1,311.2%
-167.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.1% | -3.1% | +3.0% | +0.8% |
| 30D | -6.9% | -0.1% | -6.9% | -7.0% |
| 3M | -14.9% | +23.2% | -38.2% | -20.1% |
| 6M | +29.0% | +15.5% | +13.5% | +22.5% |
| YTD | +51.5% | +0.9% | +50.6% | +48.6% |
| 1Y | +41.6% | +0.2% | +41.4% | +38.6% |
| 3Y | +65.8% | +55.2% | +10.6% | +40.2% |
| 5Y | +56.8% | +145.4% | -88.6% | +11.6% |
| 10Y | +387.5% | +1,229.7% | -842.2% | +110.5% |
| All | +1,143.5% | +1,311.2% | -167.7% | +367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling