+600.6%
TLN vs LPLA
+78.3%
+522.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.6% |
| 7D | +10.9% | -2.1% | +13.0% | +11.6% |
| 30D | -6.3% | -3.3% | -3.0% | -5.5% |
| 3M | -10.7% | +23.5% | -34.2% | -17.4% |
| 6M | +1.6% | +12.0% | -10.4% | -3.4% |
| YTD | -13.1% | -1.7% | -11.4% | -13.6% |
| 1Y | -15.1% | +3.2% | -18.3% | -17.5% |
| 3Y | +495.0% | +46.2% | +448.8% | +441.7% |
| All | +600.6% | +78.3% | +522.3% | +555.3% |
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