+433.1%
TSN vs LPLA
+1,111.7%
-678.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +5.8% | +3.6% | +2.2% | +5.2% |
| 30D | +12.8% | -6.8% | +19.6% | +13.9% |
| 3M | +6.5% | -17.0% | +23.5% | +9.4% |
| 6M | -10.3% | +1.8% | -12.1% | -11.3% |
| YTD | +5.5% | -13.4% | +18.9% | +6.7% |
| 1Y | +15.8% | -17.5% | +33.3% | +18.0% |
| 3Y | +42.5% | +36.5% | +6.1% | +27.9% |
| 5Y | -14.3% | +92.6% | -107.0% | -30.8% |
| 10Y | +18.2% | +809.2% | -791.0% | -32.2% |
| All | +433.1% | +1,111.7% | -678.6% | +167.1% |
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