-80.5%
TE vs LPLA
+213.2%
-293.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -19.1% | -0.9% | -18.1% | -18.9% |
| 30D | -34.1% | -9.5% | -24.6% | -32.6% |
| 3M | -60.1% | -21.9% | -38.3% | -57.2% |
| 6M | -66.0% | -2.6% | -63.3% | -66.6% |
| YTD | -71.4% | -17.8% | -53.6% | -70.2% |
| 1Y | -45.3% | -21.2% | -24.1% | -41.9% |
| 3Y | +9.1% | +30.6% | -21.5% | +0.3% |
| 5Y | -82.6% | +81.3% | -163.9% | -84.9% |
| All | -80.5% | +213.2% | -293.8% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling