+3,125.8%
TSLA vs LPLA
+758.1%
+2,367.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +8.9% | -0.9% | +9.9% | +9.3% |
| 30D | +6.3% | -9.5% | +15.8% | +10.2% |
| 3M | +14.8% | -21.9% | +36.6% | +26.9% |
| 6M | -12.4% | -2.6% | -9.7% | -13.4% |
| YTD | -13.2% | -17.8% | +4.6% | -8.7% |
| 1Y | -2.9% | -21.2% | +18.2% | +4.2% |
| 3Y | +74.4% | +30.6% | +43.8% | +45.3% |
| 5Y | +13.3% | +81.3% | -68.1% | -23.0% |
| All | +3,125.8% | +758.1% | +2,367.8% | +978.7% |
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