-16.3%
TLN vs LPLA
+3.5%
-19.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.1% |
| 7D | +10.9% | -2.1% | +13.0% | +11.2% |
| 30D | -6.3% | -3.3% | -3.0% | -6.0% |
| 3M | -10.7% | +23.5% | -34.2% | -13.9% |
| 6M | +1.6% | +12.0% | -10.4% | 0.0% |
| YTD | -13.1% | -1.7% | -11.4% | -11.7% |
| All | -16.3% | +3.5% | -19.9% | -17.1% |
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