-19.7%
TSN vs LPLA
+145.5%
-165.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -7.3% | -1.5% | -5.7% | -7.2% |
| 30D | -8.6% | -6.0% | -2.7% | -8.3% |
| 3M | -7.5% | +21.4% | -28.9% | -8.8% |
| 6M | -14.1% | +12.1% | -26.2% | -14.9% |
| YTD | -9.4% | -1.8% | -7.6% | -9.6% |
| 1Y | -4.1% | +3.2% | -7.3% | -4.6% |
| 3Y | +10.3% | +45.9% | -35.6% | +4.7% |
| 5Y | -19.7% | +144.7% | -164.4% | -31.7% |
| All | -19.7% | +145.5% | -165.3% | -31.7% |
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 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