-53.4%
TE vs LPLA
+271.5%
-324.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.1% | -6.5% |
| 7D | +0.9% | -3.7% | +4.5% | +2.1% |
| 30D | -16.3% | -6.4% | -9.9% | -14.5% |
| 3M | -40.8% | +20.2% | -60.9% | -44.9% |
| 6M | -42.6% | +12.8% | -55.5% | -46.0% |
| YTD | -31.4% | -2.5% | -28.9% | -31.7% |
| 1Y | +144.9% | +1.9% | +143.0% | +140.6% |
| 3Y | -26.0% | +45.0% | -71.0% | -34.1% |
| 5Y | -48.5% | +146.6% | -195.1% | -57.6% |
| All | -53.4% | +271.5% | -324.9% | -62.3% |
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 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