+74.7%
TSLA vs LPLA
+33.3%
+41.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.9% |
| 7D | +1.5% | -3.2% | +4.6% | +3.0% |
| 30D | +3.4% | -8.6% | +12.0% | +6.7% |
| 3M | +17.4% | -18.7% | +36.1% | +27.3% |
| 6M | -12.2% | +4.5% | -16.7% | -16.1% |
| YTD | -13.1% | -15.3% | +2.2% | -9.3% |
| 1Y | -11.1% | -19.9% | +8.8% | -4.2% |
| All | +74.7% | +33.3% | +41.4% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling