-24.8%
TYL vs LPLA
+145.4%
-170.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -3.7% | -3.1% | -0.6% | -3.1% |
| 30D | +18.7% | -0.1% | +18.8% | +18.7% |
| 3M | +18.1% | +23.2% | -5.1% | +13.0% |
| 6M | -1.1% | +15.5% | -16.7% | -4.5% |
| YTD | -19.8% | +0.9% | -20.7% | -20.6% |
| 1Y | -34.3% | +0.2% | -34.5% | -35.2% |
| 3Y | -8.2% | +55.2% | -63.5% | -19.2% |
| All | -24.8% | +145.4% | -170.2% | -47.1% |
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