+566.2%
TSEM vs LPLA
+1,049.8%
-483.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | +7.0% | -0.9% | +7.9% | +7.3% |
| 30D | -29.8% | -9.5% | -20.3% | -28.3% |
| 3M | -41.9% | -21.9% | -20.1% | -38.0% |
| 6M | -45.8% | -2.6% | -43.1% | -46.4% |
| YTD | +25.1% | -17.8% | +42.9% | +29.5% |
| 1Y | +48.2% | -21.2% | +69.4% | +55.8% |
| 3Y | +476.5% | +30.6% | +445.9% | +405.1% |
| 5Y | +301.4% | +81.3% | +220.1% | +199.1% |
| 10Y | +812.9% | +773.9% | +39.0% | +278.5% |
| All | +566.2% | +1,049.8% | -483.6% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling