+1,350.8%
LPLA vs TAP
+26.3%
+1,324.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.1% | -2.3% | -0.7% | -2.3% |
| 30D | -0.1% | -2.1% | +2.1% | +0.5% |
| 3M | +23.2% | +6.6% | +16.6% | +19.7% |
| 6M | +15.5% | -11.5% | +27.0% | +19.7% |
| YTD | +0.9% | -10.3% | +11.2% | +3.3% |
| 1Y | +0.2% | -14.4% | +14.6% | +3.7% |
| 3Y | +55.2% | -28.3% | +83.5% | +68.1% |
| 5Y | +145.4% | +1.7% | +143.7% | +121.4% |
| 10Y | +1,229.7% | -49.2% | +1,278.9% | +1,305.2% |
| All | +1,350.8% | +26.3% | +1,324.5% | +895.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling