+63.9%
TEM vs LPLA
-0.6%
+64.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.6% |
| 7D | +5.1% | -3.2% | +8.2% | +4.4% |
| 30D | +16.8% | -8.6% | +25.5% | +14.7% |
| 3M | +42.6% | -18.7% | +61.3% | +33.0% |
| 6M | +63.9% | +4.5% | +59.4% | +64.9% |
| All | +63.9% | -0.6% | +64.5% | +64.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling