-53.2%
TE vs LPLA
+284.5%
-337.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.0% | -3.1% | -0.9% | -2.9% |
| 30D | -15.9% | -0.1% | -15.8% | -16.0% |
| 3M | -60.5% | +23.2% | -83.8% | -63.6% |
| 6M | -35.2% | +15.5% | -50.8% | -39.5% |
| YTD | -31.1% | +0.9% | -32.0% | -32.1% |
| 1Y | +148.6% | +0.2% | +148.5% | +145.1% |
| 3Y | -26.4% | +55.2% | -81.6% | -35.7% |
| 5Y | -48.0% | +145.4% | -193.5% | -57.6% |
| All | -53.2% | +284.5% | -337.6% | -62.5% |
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 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