-52.1%
TSLL vs LPLA
+38.7%
-90.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.4% | +7.5% | +8.4% |
| 7D | -14.3% | +2.3% | -16.6% | -15.4% |
| 30D | -6.2% | -7.7% | +1.5% | -1.6% |
| 3M | +21.2% | -15.7% | +36.9% | +35.1% |
| 6M | -36.6% | +0.8% | -37.4% | -39.4% |
| YTD | -47.8% | -14.2% | -33.5% | -44.8% |
| 1Y | -45.2% | -17.9% | -27.3% | -39.6% |
| 3Y | -3.3% | +36.1% | -39.3% | -14.8% |
| All | -52.1% | +38.7% | -90.9% | -59.8% |
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