-9.1%
TYL vs LPLA
-21.6%
+12.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | -0.9% | +1.8% | +1.0% |
| 30D | +21.1% | -9.5% | +30.6% | +22.9% |
| 3M | +28.9% | -21.9% | +50.8% | +33.7% |
| 6M | +42.0% | -2.6% | +44.6% | +41.5% |
| YTD | -6.6% | -17.8% | +11.2% | -5.3% |
| 1Y | -9.1% | -21.2% | +12.1% | -7.7% |
| All | -9.1% | -21.6% | +12.5% | -7.7% |
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