+5.0%
TSLL vs LPLA
-15.7%
+20.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.4% | -18.5% | -21.0% |
| 7D | -28.9% | +7.6% | -36.5% | -29.5% |
| 30D | -21.4% | -9.5% | -12.0% | -18.7% |
| 3M | +5.0% | -16.3% | +21.3% | +11.9% |
| All | +5.0% | -15.7% | +20.7% | +11.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling