-22.4%
TYL vs LPLA
+78.4%
-100.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | +6.7% | +4.1% | +2.5% | +5.8% |
| 30D | +26.5% | -9.0% | +35.6% | +28.7% |
| 3M | +37.3% | -17.6% | +54.9% | +42.2% |
| 6M | +31.2% | -8.8% | +40.0% | +32.6% |
| YTD | -7.4% | -17.0% | +9.7% | -5.0% |
| 1Y | -9.6% | -20.4% | +10.9% | -6.5% |
| 3Y | +1.9% | +35.4% | -33.5% | -8.3% |
| All | -22.4% | +78.4% | -100.8% | -41.3% |
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