+220.4%
TSEM vs LPLA
+3.8%
+216.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.3% |
| 7D | -4.9% | -1.5% | -3.3% | -4.6% |
| 30D | -18.7% | -6.0% | -12.7% | -17.9% |
| 3M | -18.1% | +24.0% | -42.2% | -21.9% |
| 6M | +77.1% | +17.0% | +60.1% | +72.2% |
| YTD | +80.1% | -0.7% | +80.8% | +86.5% |
| 1Y | +220.4% | +2.1% | +218.3% | +228.9% |
| All | +220.4% | +3.8% | +216.6% | +228.9% |
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 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