-95.5%
TSLQ vs LPLA
+44.8%
-140.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | 0.0% |
| 7D | -8.0% | -1.5% | -6.5% | -9.3% |
| 30D | -23.8% | -6.0% | -17.8% | -27.9% |
| 3M | -7.0% | +21.4% | -28.4% | +12.7% |
| 6M | -17.1% | +12.1% | -29.2% | -8.1% |
| YTD | +0.1% | -1.8% | +1.9% | -1.8% |
| 1Y | -51.2% | +3.2% | -54.4% | -48.2% |
| All | -95.5% | +44.8% | -140.3% | -92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling