+420.1%
TSN vs LPLA
+1,049.8%
-629.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | +8.5% | -9.5% | +18.0% | +10.0% |
| 3M | +5.3% | -21.9% | +27.1% | +9.3% |
| 6M | -10.5% | -2.6% | -7.9% | -10.9% |
| YTD | +3.0% | -17.8% | +20.8% | +5.0% |
| 1Y | +12.1% | -21.2% | +33.3% | +15.2% |
| 3Y | +43.1% | +30.6% | +12.5% | +29.4% |
| 5Y | -15.1% | +81.3% | -96.4% | -30.7% |
| 10Y | +14.8% | +773.9% | -759.1% | -33.7% |
| All | +420.1% | +1,049.8% | -629.7% | +163.0% |
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