+1,999.1%
TYL vs LPLA
+1,049.0%
+950.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.2% |
| 7D | -1.6% | -2.8% | +1.2% | -1.0% |
| 30D | +22.1% | -10.2% | +32.3% | +24.9% |
| 3M | +33.4% | -22.3% | +55.6% | +40.7% |
| 6M | +36.8% | -0.5% | +37.3% | +35.8% |
| YTD | -6.7% | -17.9% | +11.2% | -3.7% |
| 1Y | -9.2% | -22.0% | +12.8% | -5.2% |
| 3Y | +1.2% | +29.4% | -28.2% | -8.9% |
| 5Y | -23.0% | +81.2% | -104.2% | -38.2% |
| 10Y | +182.0% | +773.4% | -591.4% | +38.5% |
| All | +1,999.1% | +1,049.0% | +950.0% | +727.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling