+1,195.1%
LPLA vs TMF
-86.8%
+1,281.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.6% |
| 7D | -2.1% | +1.0% | -3.1% | -1.9% |
| 30D | -3.3% | -1.8% | -1.5% | -3.7% |
| 3M | +23.5% | -8.2% | +31.8% | +21.5% |
| 6M | +12.0% | -19.5% | +31.5% | +7.0% |
| YTD | -1.7% | -16.0% | +14.3% | -4.9% |
| 1Y | +3.2% | -22.5% | +25.7% | -1.8% |
| 3Y | +46.2% | -42.3% | +88.5% | +35.4% |
| 5Y | +144.9% | -87.7% | +232.6% | +57.0% |
| 10Y | +1,195.1% | -86.5% | +1,281.6% | +980.9% |
| All | +1,195.1% | -86.8% | +1,281.9% | +980.9% |
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