-97.1%
TSLQ vs LPLA
+105.4%
-202.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +1.9% |
| 7D | +5.7% | -3.7% | +9.3% | +2.8% |
| 30D | -21.1% | -6.4% | -14.7% | -24.7% |
| 3M | -11.5% | +20.2% | -31.7% | +2.4% |
| 6M | -14.9% | +12.8% | -27.8% | -6.5% |
| YTD | +2.4% | -2.5% | +4.9% | +2.0% |
| 1Y | -49.8% | +1.9% | -51.7% | -47.1% |
| 3Y | -95.8% | +45.0% | -140.8% | -93.6% |
| All | -97.1% | +105.4% | -202.5% | -95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling