-7.7%
TSN vs LPLA
+1,226.8%
-1,234.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +1.4% | -3.7% | +5.0% | +2.0% |
| 30D | -6.2% | -6.4% | +0.2% | -5.1% |
| 3M | -5.7% | +20.2% | -25.8% | -9.1% |
| 6M | -11.4% | +12.8% | -24.2% | -13.9% |
| YTD | -8.2% | -2.5% | -5.7% | -8.7% |
| 1Y | -2.0% | +1.9% | -4.0% | -3.7% |
| 3Y | +11.9% | +45.0% | -33.1% | -1.3% |
| 5Y | -17.8% | +146.6% | -164.4% | -39.3% |
| All | -7.7% | +1,226.8% | -1,234.5% | -48.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling