+61.7%
TECK vs LPLA
+1,049.8%
-988.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -0.4% | -0.9% | +0.5% | 0.0% |
| 30D | -7.1% | -9.5% | +2.4% | -3.5% |
| 3M | -5.5% | -21.9% | +16.4% | +4.7% |
| 6M | -9.7% | -2.6% | -7.1% | -10.8% |
| YTD | +26.3% | -17.8% | +44.1% | +33.2% |
| 1Y | +44.4% | -21.2% | +65.5% | +55.3% |
| 3Y | +70.1% | +30.6% | +39.4% | +35.1% |
| 5Y | +125.8% | +81.3% | +44.4% | +44.2% |
| 10Y | +200.6% | +773.9% | -573.4% | -7.3% |
| All | +61.7% | +1,049.8% | -988.1% | -63.2% |
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