-9.0%
TSN vs LPLA
+1,235.7%
-1,244.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -7.3% | -1.5% | -5.7% | -7.1% |
| 30D | -8.6% | -6.0% | -2.7% | -7.7% |
| 3M | -7.5% | +21.4% | -28.9% | -11.0% |
| 6M | -14.1% | +12.1% | -26.2% | -16.5% |
| YTD | -9.4% | -1.8% | -7.6% | -10.1% |
| 1Y | -4.1% | +3.2% | -7.3% | -6.0% |
| 3Y | +10.3% | +45.9% | -35.6% | -2.7% |
| 5Y | -19.7% | +144.7% | -164.4% | -40.6% |
| All | -9.0% | +1,235.7% | -1,244.7% | -49.5% |
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 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