-7.7%
TSLA vs LPLA
-23.1%
+15.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.1% |
| 7D | +15.6% | -2.8% | +18.4% | +16.0% |
| 30D | +5.9% | -10.2% | +16.1% | +7.4% |
| 3M | +21.4% | -22.3% | +43.6% | +25.5% |
| 6M | -8.3% | -0.5% | -7.8% | -8.4% |
| YTD | -11.6% | -17.9% | +6.2% | -10.3% |
| 1Y | -7.7% | -22.0% | +14.3% | -3.6% |
| All | -7.7% | -23.1% | +15.4% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling