+11.5%
TSN vs LPLA
+50.5%
-39.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.6% |
| 7D | -5.0% | -2.1% | -3.0% | -5.1% |
| 30D | -9.1% | -3.3% | -5.7% | -9.1% |
| 3M | -7.4% | +23.5% | -30.9% | -7.2% |
| 6M | -13.4% | +12.0% | -25.4% | -13.2% |
| YTD | -8.5% | -1.7% | -6.8% | -8.4% |
| 1Y | -3.2% | +3.2% | -6.4% | -2.9% |
| 3Y | +11.5% | +46.2% | -34.7% | +13.3% |
| All | +11.5% | +50.5% | -39.0% | +13.3% |
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