-56.8%
TSLL vs LPLA
+34.2%
-91.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +9.9% |
| 7D | -21.2% | +4.1% | -25.4% | -23.5% |
| 30D | -13.3% | -9.0% | -4.3% | -8.3% |
| 3M | +15.4% | -17.6% | +33.0% | +30.6% |
| 6M | -34.2% | -8.8% | -25.4% | -32.4% |
| YTD | -52.9% | -17.0% | -35.9% | -49.0% |
| 1Y | -54.3% | -20.4% | -33.9% | -48.6% |
| 3Y | -18.4% | +35.4% | -53.8% | -27.4% |
| All | -56.8% | +34.2% | -91.0% | -62.9% |
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 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