+1,350.8%
LPLA vs TMF
-57.5%
+1,408.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.2% |
| 7D | -3.1% | -1.4% | -1.6% | -3.4% |
| 30D | -0.1% | -2.8% | +2.7% | -0.7% |
| 3M | +23.2% | -10.9% | +34.1% | +20.3% |
| 6M | +15.5% | -21.3% | +36.9% | +9.7% |
| YTD | +0.9% | -15.9% | +16.8% | -2.4% |
| 1Y | +0.2% | -15.7% | +15.9% | -2.8% |
| 3Y | +55.2% | -43.4% | +98.6% | +43.4% |
| 5Y | +145.4% | -87.8% | +233.2% | +64.5% |
| 10Y | +1,229.7% | -86.7% | +1,316.4% | +954.5% |
| All | +1,350.8% | -57.5% | +1,408.2% | +1,525.7% |
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 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