-20.6%
TYL vs LPLA
+81.7%
-102.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.4% |
| 7D | +15.1% | +7.6% | +7.5% | +13.4% |
| 30D | +30.1% | -9.5% | +39.5% | +32.4% |
| 3M | +40.4% | -16.3% | +56.7% | +44.9% |
| 6M | +31.3% | -8.0% | +39.3% | +32.5% |
| YTD | -5.2% | -15.5% | +10.3% | -3.1% |
| 1Y | -6.6% | -19.4% | +12.8% | -3.7% |
| 3Y | +3.4% | +39.7% | -36.3% | -7.6% |
| All | -20.6% | +81.7% | -102.2% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling