-48.9%
TSLL vs LPLA
+37.0%
-85.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.2% | +8.0% | +7.4% |
| 7D | +0.5% | -3.2% | +3.6% | +3.4% |
| 30D | +2.7% | -8.6% | +11.3% | +8.4% |
| 3M | +26.3% | -18.7% | +44.9% | +44.5% |
| 6M | -37.2% | +4.5% | -41.7% | -41.6% |
| YTD | -44.2% | -15.3% | -28.9% | -40.5% |
| 1Y | -44.0% | -19.9% | -24.1% | -37.1% |
| 3Y | 0.0% | +33.4% | -33.4% | -11.0% |
| All | -48.9% | +37.0% | -85.9% | -56.7% |
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 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