+46.5%
TSLA vs LPLA
+143.6%
-97.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +5.2% |
| 7D | +3.4% | -2.1% | +5.5% | +4.4% |
| 30D | +12.0% | -3.3% | +15.4% | +13.6% |
| 3M | -10.0% | +23.5% | -33.5% | -19.0% |
| 6M | -7.2% | +12.0% | -19.2% | -13.6% |
| YTD | -18.1% | -1.7% | -16.5% | -19.5% |
| 1Y | +6.3% | +3.2% | +3.1% | +1.2% |
| 3Y | +48.2% | +46.2% | +1.9% | +20.0% |
| 5Y | +46.5% | +144.9% | -98.4% | -18.5% |
| All | +46.5% | +143.6% | -97.1% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling