+4.3%
TYL vs LPLA
+38.6%
-34.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.3% |
| 7D | +15.1% | +7.6% | +7.5% | +13.6% |
| 30D | +30.1% | -9.5% | +39.5% | +31.9% |
| 3M | +40.4% | -16.3% | +56.7% | +43.9% |
| 6M | +31.3% | -8.0% | +39.3% | +32.2% |
| YTD | -5.2% | -15.5% | +10.3% | -3.7% |
| 1Y | -6.6% | -19.4% | +12.8% | -4.5% |
| All | +4.3% | +38.6% | -34.3% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling