+77.9%
TEM vs LPLA
+6.4%
+71.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.7% | -5.7% |
| 7D | -5.9% | -0.9% | -4.9% | -5.3% |
| 30D | +4.8% | -9.5% | +14.3% | +9.0% |
| 3M | +31.9% | -21.9% | +53.7% | +47.7% |
| 6M | +56.0% | -2.6% | +58.6% | +50.6% |
| YTD | +21.3% | -17.8% | +39.1% | +30.2% |
| 1Y | +5.4% | -21.2% | +26.6% | +16.7% |
| All | +77.9% | +6.4% | +71.5% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling