+183.3%
TYL vs LPLA
+797.0%
-613.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.4% |
| 7D | +0.5% | -3.2% | +3.7% | +1.2% |
| 30D | +25.2% | -8.6% | +33.8% | +27.2% |
| 3M | +31.8% | -18.7% | +50.4% | +36.9% |
| 6M | +36.3% | +4.5% | +31.7% | +34.1% |
| YTD | -6.3% | -15.3% | +9.1% | -4.2% |
| 1Y | -9.5% | -19.9% | +10.4% | -6.5% |
| 3Y | +1.6% | +33.4% | -31.8% | -7.8% |
| 5Y | -21.8% | +87.4% | -109.2% | -36.0% |
| 10Y | +183.3% | +800.4% | -617.1% | +71.8% |
| All | +183.3% | +797.0% | -613.7% | +71.8% |
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