+523.5%
TSEM vs LPLA
+33.3%
+490.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.9% | +8.2% |
| 7D | +6.8% | -3.2% | +9.9% | +7.7% |
| 30D | -26.6% | -8.6% | -18.0% | -25.2% |
| 3M | -36.3% | -18.7% | -17.7% | -33.0% |
| 6M | -30.6% | +4.5% | -35.1% | -32.7% |
| YTD | +35.3% | -15.3% | +50.6% | +40.3% |
| 1Y | +59.2% | -19.9% | +79.1% | +68.7% |
| All | +523.5% | +33.3% | +490.2% | +517.9% |
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