+679.5%
TSEM vs LPLA
+50.5%
+629.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.4% |
| 7D | +10.4% | -2.1% | +12.5% | +11.1% |
| 30D | -12.9% | -3.3% | -9.6% | -12.1% |
| 3M | -9.2% | +23.5% | -32.7% | -15.5% |
| 6M | +98.8% | +12.0% | +86.8% | +90.3% |
| YTD | +87.2% | -1.7% | +88.9% | +87.3% |
| 1Y | +239.0% | +3.2% | +235.7% | +232.9% |
| 3Y | +679.5% | +46.2% | +633.3% | +655.1% |
| All | +679.5% | +50.5% | +629.0% | +655.1% |
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 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