-47.2%
TSLL vs LPLA
+32.9%
-80.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +5.5% |
| 7D | +33.0% | -2.8% | +35.7% | +35.4% |
| 30D | +7.7% | -10.2% | +17.9% | +14.9% |
| 3M | +34.7% | -22.3% | +57.0% | +59.4% |
| 6M | -31.5% | -0.5% | -31.0% | -33.9% |
| YTD | -42.4% | -17.9% | -24.5% | -37.2% |
| 1Y | -39.7% | -22.0% | -17.7% | -31.0% |
| 3Y | +3.4% | +29.4% | -26.0% | -6.0% |
| All | -47.2% | +32.9% | -80.0% | -54.3% |
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 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