+19,845.6%
TSLA vs LPLA
+1,049.0%
+18,796.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.9% |
| 7D | +15.6% | -2.8% | +18.4% | +16.9% |
| 30D | +5.9% | -10.2% | +16.1% | +9.7% |
| 3M | +21.4% | -22.3% | +43.6% | +33.0% |
| 6M | -8.3% | -0.5% | -7.8% | -10.0% |
| YTD | -11.6% | -17.9% | +6.2% | -7.4% |
| 1Y | -7.7% | -22.0% | +14.3% | -1.1% |
| 3Y | +85.2% | +29.4% | +55.8% | +59.2% |
| 5Y | +15.4% | +81.2% | -65.8% | -16.1% |
| 10Y | +3,061.7% | +773.4% | +2,288.3% | +1,119.2% |
| All | +19,845.6% | +1,049.0% | +18,796.6% | +6,272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling