+773.7%
TEL vs LPLA
+1,275.5%
-501.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -0.9% |
| 7D | -1.4% | -2.1% | +0.6% | -0.7% |
| 30D | -4.9% | -3.3% | -1.5% | -3.8% |
| 3M | +0.1% | +23.5% | -23.4% | -7.6% |
| 6M | +0.4% | +12.0% | -11.6% | -4.5% |
| YTD | -8.9% | -1.7% | -7.2% | -9.7% |
| 1Y | -0.3% | +3.2% | -3.5% | -3.2% |
| 3Y | +67.6% | +46.2% | +21.4% | +39.3% |
| 5Y | +50.7% | +144.9% | -94.2% | -1.1% |
| 10Y | +288.6% | +1,195.1% | -906.4% | +39.8% |
| All | +773.7% | +1,275.5% | -501.8% | +171.6% |
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 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