-49.1%
TSLL vs LPLA
+32.9%
-82.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +17.8% | -0.9% | +18.8% | +18.5% |
| 30D | +8.2% | -9.5% | +17.7% | +14.8% |
| 3M | +20.9% | -21.9% | +42.7% | +42.4% |
| 6M | -37.5% | -2.6% | -34.9% | -38.7% |
| YTD | -44.5% | -17.8% | -26.7% | -39.6% |
| 1Y | -33.0% | -21.2% | -11.8% | -24.2% |
| 3Y | -6.4% | +30.6% | -37.0% | -15.2% |
| All | -49.1% | +32.9% | -82.1% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling