+2,682.2%
TSLA vs LPLA
+1,235.7%
+1,446.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +3.0% | -1.5% | +4.6% | +3.7% |
| 30D | +11.2% | -6.0% | +17.1% | +14.2% |
| 3M | -7.3% | +21.4% | -28.6% | -15.6% |
| 6M | -7.7% | +12.1% | -19.8% | -14.0% |
| YTD | -18.2% | -1.8% | -16.4% | -19.6% |
| 1Y | +6.0% | +3.2% | +2.8% | +1.1% |
| 3Y | +48.0% | +45.9% | +2.1% | +19.6% |
| 5Y | +46.2% | +144.7% | -98.5% | -10.7% |
| All | +2,682.2% | +1,235.7% | +1,446.5% | +877.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling