-43.6%
TSLQ vs LPLA
+3.8%
-47.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -0.4% |
| 7D | -6.6% | -1.5% | -5.1% | -7.1% |
| 30D | -24.3% | -6.0% | -18.3% | -25.7% |
| 3M | -3.6% | +24.0% | -27.7% | +3.8% |
| 6M | -12.0% | +17.0% | -28.9% | -6.9% |
| YTD | +1.4% | -0.7% | +2.0% | +1.8% |
| 1Y | -43.6% | +2.1% | -45.7% | -38.5% |
| All | -43.6% | +3.8% | -47.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling