+444.2%
LPLA vs TENB
+1.4%
+442.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | -2.1% | -5.0% | +2.9% | -0.9% |
| 30D | -3.3% | -7.4% | +4.0% | -2.1% |
| 3M | +23.5% | +22.3% | +1.3% | +15.9% |
| 6M | +12.0% | +60.2% | -48.2% | -3.0% |
| YTD | -1.7% | +43.2% | -44.9% | -12.9% |
| 1Y | +3.2% | +8.2% | -4.9% | -2.0% |
| 3Y | +46.2% | -23.8% | +70.0% | +47.9% |
| 5Y | +144.9% | -26.9% | +171.8% | +134.5% |
| All | +444.2% | +1.4% | +442.8% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TENB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling