+81.0%
TEL vs LPLA
+29.4%
+51.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +4.5% | -0.9% | +5.4% | +4.8% |
| 30D | +2.9% | -9.5% | +12.4% | +5.3% |
| 3M | +1.1% | -21.9% | +23.0% | +7.5% |
| 6M | +5.0% | -2.6% | +7.6% | +4.6% |
| YTD | -3.9% | -17.8% | +13.9% | -0.2% |
| 1Y | -7.4% | -21.2% | +13.7% | -2.7% |
| 3Y | +81.0% | +30.6% | +50.4% | +76.6% |
| All | +81.0% | +29.4% | +51.6% | +76.6% |
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