+628.3%
TLN vs LPLA
+50.4%
+577.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.6% |
| 7D | -1.3% | +4.1% | -5.5% | -2.8% |
| 30D | -10.5% | -9.0% | -1.5% | -8.6% |
| 3M | +0.1% | -17.6% | +17.7% | +5.2% |
| 6M | -17.4% | -8.8% | -8.6% | -16.4% |
| YTD | -9.7% | -17.0% | +7.4% | -6.2% |
| 1Y | -12.3% | -20.4% | +8.2% | -7.3% |
| 3Y | +528.3% | +35.4% | +492.9% | +501.1% |
| All | +628.3% | +50.4% | +577.8% | +611.7% |
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