+66.6%
TEL vs LPLA
+43.8%
+22.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.2% |
| 7D | -2.3% | -3.7% | +1.4% | -1.3% |
| 30D | -6.1% | -6.4% | +0.3% | -4.4% |
| 3M | +1.7% | +20.2% | -18.5% | -3.8% |
| 6M | +1.6% | +12.8% | -11.2% | -2.6% |
| YTD | -9.1% | -2.5% | -6.6% | -9.4% |
| 1Y | -1.7% | +1.9% | -3.6% | -3.3% |
| All | +66.6% | +43.8% | +22.8% | +56.2% |
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 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