+345.4%
TECK vs LPLA
+1,226.8%
-881.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.0% |
| 7D | -4.2% | -3.7% | -0.6% | -2.4% |
| 30D | -0.4% | -6.4% | +6.0% | +3.0% |
| 3M | +10.1% | +20.2% | -10.0% | -1.0% |
| 6M | +26.0% | +12.8% | +13.1% | +15.6% |
| YTD | +38.0% | -2.5% | +40.5% | +35.9% |
| 1Y | +63.8% | +1.9% | +61.8% | +55.7% |
| 3Y | +68.5% | +45.0% | +23.5% | +23.6% |
| 5Y | +179.2% | +146.6% | +32.6% | +35.5% |
| All | +345.4% | +1,226.8% | -881.4% | +9.4% |
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