+587.5%
TLN vs LPLA
+78.0%
+509.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +5.8% | -1.5% | +7.4% | +6.3% |
| 30D | -6.9% | -6.0% | -0.9% | -5.1% |
| 3M | -10.9% | +21.4% | -32.3% | -17.1% |
| 6M | -4.6% | +12.1% | -16.7% | -9.4% |
| YTD | -14.7% | -1.8% | -12.9% | -15.2% |
| 1Y | -17.9% | +3.2% | -21.1% | -20.3% |
| 3Y | +483.9% | +45.9% | +437.9% | +431.9% |
| All | +587.5% | +78.0% | +509.5% | +543.4% |
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 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