+3.2%
LPLA vs TAP
-19.6%
+22.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -1.5% | -5.1% | +3.5% | -1.7% |
| 30D | -6.0% | -8.4% | +2.5% | -6.2% |
| 3M | +21.4% | -3.9% | +25.3% | +21.3% |
| 6M | +12.1% | -14.4% | +26.5% | +10.8% |
| YTD | -1.8% | -14.7% | +12.9% | -3.5% |
| 1Y | +3.2% | -18.7% | +21.9% | -0.3% |
| All | +3.2% | -19.6% | +22.8% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling