+79.2%
LPLA vs TMF
-88.6%
+167.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | -0.1% |
| 7D | -0.9% | -9.3% | +8.3% | -2.3% |
| 30D | -9.5% | +1.9% | -11.4% | -9.2% |
| 3M | -21.9% | -11.2% | -10.6% | -23.2% |
| 6M | -2.6% | -17.7% | +15.1% | -5.3% |
| YTD | -17.8% | -24.5% | +6.6% | -20.9% |
| 1Y | -21.2% | -29.4% | +8.3% | -24.9% |
| 3Y | +30.6% | -33.4% | +64.1% | +26.5% |
| All | +79.2% | -88.6% | +167.8% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling