+1,080.0%
LPLA vs TMF
-61.3%
+1,141.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | -4.1% |
| 7D | -2.9% | -8.2% | +5.3% | -4.7% |
| 30D | -10.2% | +5.3% | -15.6% | -9.2% |
| 3M | -22.3% | -8.5% | -13.9% | -23.9% |
| 6M | -0.6% | -17.2% | +16.6% | -4.5% |
| YTD | -17.9% | -23.4% | +5.5% | -22.3% |
| 1Y | -22.1% | -30.2% | +8.1% | -27.8% |
| 3Y | +29.3% | -32.9% | +62.2% | +24.0% |
| 5Y | +81.0% | -88.5% | +169.6% | +18.9% |
| 10Y | +772.5% | -82.2% | +854.7% | +637.2% |
| All | +1,080.0% | -61.3% | +1,141.3% | +1,193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling