+810.2%
LPLA vs TMF
-83.0%
+893.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +4.1% | +1.2% | +2.9% | +4.4% |
| 30D | -9.0% | +19.7% | -28.8% | -5.3% |
| 3M | -17.6% | -2.1% | -15.5% | -18.0% |
| 6M | -8.8% | -13.4% | +4.6% | -11.5% |
| YTD | -17.0% | -16.7% | -0.3% | -19.9% |
| 1Y | -20.4% | -23.3% | +2.9% | -24.6% |
| 3Y | +35.4% | -24.8% | +60.2% | +33.6% |
| 5Y | +79.7% | -88.0% | +167.8% | +14.0% |
| All | +810.2% | -83.0% | +893.3% | +691.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling