+269.4%
TEVA vs LPLA
+46.5%
+222.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.2% | +1.7% |
| 7D | +2.0% | -1.5% | +3.6% | +2.3% |
| 30D | +1.0% | -6.0% | +7.0% | +2.1% |
| 3M | +7.3% | +24.0% | -16.7% | +2.4% |
| 6M | +21.7% | +17.0% | +4.7% | +17.2% |
| YTD | +18.8% | -0.7% | +19.5% | +17.8% |
| 1Y | +86.5% | +2.1% | +84.4% | +83.7% |
| 3Y | +269.4% | +48.7% | +220.7% | +248.9% |
| All | +269.4% | +46.5% | +222.9% | +248.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling