+30.6%
LPLA vs TAP
-22.2%
+52.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.2% | -0.2% |
| 7D | -0.9% | +1.3% | -2.2% | -1.1% |
| 30D | -9.5% | +5.7% | -15.2% | -9.8% |
| 3M | -21.9% | -1.9% | -20.0% | -21.8% |
| 6M | -2.6% | +0.9% | -3.6% | -2.7% |
| YTD | -17.8% | -9.5% | -8.3% | -17.8% |
| 1Y | -21.2% | -9.0% | -12.2% | -21.2% |
| 3Y | +30.6% | -22.2% | +52.9% | +31.4% |
| All | +30.6% | -22.2% | +52.8% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling