-60.3%
TSLL vs LPLA
+36.6%
-96.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.4% | -18.5% | -19.4% |
| 7D | -28.9% | +7.6% | -36.5% | -32.5% |
| 30D | -21.4% | -9.5% | -12.0% | -16.4% |
| 3M | +5.0% | -16.3% | +21.3% | +17.6% |
| 6M | -36.6% | -8.0% | -28.6% | -35.1% |
| YTD | -56.6% | -15.5% | -41.1% | -53.7% |
| 1Y | -60.9% | -19.4% | -41.5% | -56.3% |
| 3Y | -25.2% | +39.7% | -64.9% | -34.7% |
| All | -60.3% | +36.6% | -96.9% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling