+908.3%
TSEM vs LPLA
+1,311.2%
-402.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.2% | +7.9% |
| 7D | +6.9% | -3.1% | +10.0% | +7.9% |
| 30D | +5.3% | -0.1% | +5.4% | +5.3% |
| 3M | -14.9% | +23.2% | -38.1% | -20.9% |
| 6M | +80.0% | +15.5% | +64.5% | +69.7% |
| YTD | +89.4% | +0.9% | +88.5% | +85.9% |
| 1Y | +253.1% | +0.2% | +252.9% | +246.2% |
| 3Y | +642.1% | +55.2% | +586.9% | +521.9% |
| 5Y | +659.1% | +145.4% | +513.7% | +417.4% |
| 10Y | +1,291.4% | +1,229.7% | +61.7% | +405.7% |
| All | +908.3% | +1,311.2% | -402.9% | +201.1% |
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 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