+3.2%
LPLA vs TMF
-23.1%
+26.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.5% |
| 7D | -1.5% | -0.9% | -0.7% | -1.7% |
| 30D | -6.0% | -1.0% | -5.0% | -6.0% |
| 3M | +21.4% | -11.3% | +32.6% | +18.5% |
| 6M | +12.1% | -22.7% | +34.8% | +6.1% |
| YTD | -1.8% | -17.3% | +15.5% | -5.3% |
| 1Y | +3.2% | -22.5% | +25.7% | -0.9% |
| All | +3.2% | -23.1% | +26.3% | -0.9% |
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 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