+72.5%
TECK vs LPLA
+44.8%
+27.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +4.9% | -1.5% | +6.4% | +5.3% |
| 30D | +5.2% | -6.0% | +11.2% | +7.0% |
| 3M | +13.8% | +21.4% | -7.6% | +6.8% |
| 6M | +38.5% | +12.1% | +26.4% | +32.4% |
| YTD | +47.3% | -1.8% | +49.2% | +46.5% |
| 1Y | +81.0% | +3.2% | +77.8% | +76.1% |
| All | +72.5% | +44.8% | +27.6% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling