+61.6%
TEM vs LPLA
+1.7%
+60.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -4.7% |
| 7D | +7.8% | -2.8% | +10.5% | +7.4% |
| 30D | +11.2% | -10.2% | +21.4% | +9.3% |
| 3M | +39.0% | -22.3% | +61.2% | +29.1% |
| 6M | +61.6% | -0.5% | +62.1% | +61.1% |
| All | +61.6% | +1.7% | +60.0% | +61.1% |
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 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