+1,259.9%
TSEM vs LPLA
+1,226.8%
+33.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.7% |
| 7D | +0.9% | -3.7% | +4.6% | +2.1% |
| 30D | -16.6% | -6.4% | -10.3% | -15.0% |
| 3M | -10.9% | +20.2% | -31.1% | -16.3% |
| 6M | +78.0% | +12.8% | +65.2% | +69.4% |
| YTD | +77.2% | -2.5% | +79.7% | +76.1% |
| 1Y | +207.6% | +1.9% | +205.6% | +200.7% |
| 3Y | +637.8% | +45.0% | +592.9% | +537.8% |
| 5Y | +617.0% | +146.6% | +470.4% | +391.3% |
| All | +1,259.9% | +1,226.8% | +33.2% | +520.7% |
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