-16.5%
LPLA vs TMF
-23.9%
+7.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.2% | +4.7% |
| 7D | +15.7% | +4.0% | +11.7% | +15.9% |
| 30D | -6.2% | +19.5% | -25.6% | -4.1% |
| 3M | -12.0% | -3.5% | -8.5% | -12.8% |
| 6M | -2.7% | -10.6% | +7.8% | -5.2% |
| YTD | -12.5% | -17.1% | +4.5% | -16.1% |
| 1Y | -16.5% | -24.3% | +7.7% | -20.2% |
| All | -16.5% | -23.9% | +7.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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