+822.1%
TEL vs LPLA
+1,049.8%
-227.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +4.5% | -0.9% | +5.4% | +4.9% |
| 30D | +2.9% | -9.5% | +12.4% | +5.9% |
| 3M | +1.1% | -21.9% | +23.0% | +9.3% |
| 6M | +5.0% | -2.6% | +7.6% | +4.5% |
| YTD | -3.9% | -17.8% | +13.9% | +0.6% |
| 1Y | -7.4% | -21.2% | +13.7% | -1.6% |
| 3Y | +81.0% | +30.6% | +50.4% | +55.2% |
| 5Y | +42.3% | +81.3% | -39.0% | +3.5% |
| 10Y | +284.8% | +773.9% | -489.1% | +56.2% |
| All | +822.1% | +1,049.8% | -227.7% | +202.8% |
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