+354.6%
TSN vs LPLA
+1,311.2%
-956.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -6.3% | -3.1% | -3.3% | -5.8% |
| 30D | -10.8% | -0.1% | -10.7% | -10.9% |
| 3M | -8.8% | +23.2% | -32.0% | -12.3% |
| 6M | -16.8% | +15.5% | -32.4% | -19.4% |
| YTD | -10.0% | +0.9% | -10.9% | -11.0% |
| 1Y | -5.3% | +0.2% | -5.4% | -6.5% |
| 3Y | +8.5% | +55.2% | -46.7% | -4.3% |
| 5Y | -22.9% | +145.4% | -168.4% | -40.4% |
| 10Y | -12.6% | +1,229.7% | -1,242.3% | -52.8% |
| All | +354.6% | +1,311.2% | -956.6% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling