+581.7%
TLN vs LPLA
+82.9%
+498.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +7.1% | -3.1% | +10.1% | +8.1% |
| 30D | -3.9% | -0.1% | -3.8% | -4.0% |
| 3M | -16.2% | +23.2% | -39.4% | -22.3% |
| 6M | -5.8% | +15.5% | -21.4% | -11.4% |
| YTD | -15.4% | +0.9% | -16.3% | -16.6% |
| 1Y | -16.7% | +0.2% | -16.8% | -18.1% |
| 3Y | +473.8% | +55.2% | +418.5% | +420.5% |
| All | +581.7% | +82.9% | +498.8% | +532.7% |
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