-97.2%
TSLQ vs LPLA
+109.2%
-206.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | +0.3% |
| 7D | -6.6% | -1.5% | -5.1% | -7.7% |
| 30D | -24.3% | -6.0% | -18.3% | -27.5% |
| 3M | -3.6% | +24.0% | -27.7% | +14.2% |
| 6M | -12.0% | +17.0% | -28.9% | -0.5% |
| YTD | +1.4% | -0.7% | +2.0% | +2.3% |
| 1Y | -43.6% | +2.1% | -45.7% | -40.8% |
| 3Y | -95.4% | +48.7% | -144.1% | -92.8% |
| All | -97.2% | +109.2% | -206.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling