-97.2%
TSLQ vs LPLA
+107.1%
-204.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.5% | -5.4% | -9.8% |
| 7D | -8.6% | -2.1% | -6.5% | -9.9% |
| 30D | -24.9% | -3.3% | -21.5% | -26.6% |
| 3M | -1.5% | +23.5% | -25.1% | +16.1% |
| 6M | -18.1% | +12.0% | -30.1% | -10.6% |
| YTD | -0.1% | -1.7% | +1.6% | 0.0% |
| 1Y | -51.4% | +3.2% | -54.6% | -48.3% |
| 3Y | -95.9% | +46.2% | -142.1% | -93.7% |
| All | -97.2% | +107.1% | -204.4% | -95.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling