+1,195.1%
LPLA vs TAP
-52.1%
+1,247.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.1% |
| 7D | -2.1% | -2.3% | +0.2% | -1.3% |
| 30D | -3.3% | -9.4% | +6.1% | -0.1% |
| 3M | +23.5% | -0.8% | +24.3% | +23.1% |
| 6M | +12.0% | -14.7% | +26.8% | +17.6% |
| YTD | -1.7% | -13.9% | +12.3% | +2.1% |
| 1Y | +3.2% | -18.6% | +21.8% | +8.9% |
| 3Y | +46.2% | -32.0% | +78.2% | +61.7% |
| 5Y | +144.9% | -1.0% | +145.9% | +118.7% |
| 10Y | +1,195.1% | -51.4% | +1,246.4% | +1,055.4% |
| All | +1,195.1% | -52.1% | +1,247.1% | +1,055.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling