+104.5%
TEVA vs LPLA
-16.5%
+121.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.8% | -0.7% |
| 7D | +4.7% | +15.7% | -11.0% | +2.6% |
| 30D | +5.5% | -6.2% | +11.7% | +6.3% |
| 3M | +21.6% | -12.0% | +33.6% | +23.5% |
| 6M | +18.4% | -2.7% | +21.1% | +17.7% |
| YTD | +34.1% | -12.5% | +46.6% | +33.9% |
| 1Y | +104.5% | -16.5% | +121.1% | +113.5% |
| All | +104.5% | -16.5% | +121.0% | +113.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling