+85.4%
TECK vs LPLA
+1,311.2%
-1,225.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -0.3% | -3.1% | +2.7% | +1.1% |
| 30D | +4.6% | -0.1% | +4.7% | +4.5% |
| 3M | +2.8% | +23.2% | -20.4% | -7.6% |
| 6M | +24.9% | +15.5% | +9.4% | +14.4% |
| YTD | +44.7% | +0.9% | +43.9% | +40.6% |
| 1Y | +112.0% | +0.2% | +111.8% | +104.2% |
| 3Y | +67.6% | +55.2% | +12.4% | +24.5% |
| 5Y | +200.3% | +145.4% | +54.9% | +67.3% |
| 10Y | +358.2% | +1,229.7% | -871.4% | +20.0% |
| All | +85.4% | +1,311.2% | -1,225.9% | -61.2% |
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