-34.2%
TSLL vs LPLA
-10.0%
-24.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +8.9% |
| 7D | -21.2% | +4.1% | -25.4% | -21.2% |
| 30D | -13.3% | -9.0% | -4.3% | -12.1% |
| 3M | +15.4% | -17.6% | +33.0% | +17.1% |
| 6M | -34.2% | -8.8% | -25.4% | -38.5% |
| All | -34.2% | -10.0% | -24.2% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling