+45.9%
TEM vs LPLA
+26.2%
+19.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.8% |
| 7D | -9.2% | -3.7% | -5.5% | -7.2% |
| 30D | +5.5% | -6.4% | +11.8% | +9.0% |
| 3M | +18.7% | +20.2% | -1.5% | +3.9% |
| 6M | +15.4% | +12.8% | +2.6% | +5.0% |
| YTD | -0.5% | -2.5% | +2.0% | -0.8% |
| 1Y | -24.8% | +1.9% | -26.8% | -27.7% |
| All | +45.9% | +26.2% | +19.7% | -4.8% |
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 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