-16.5%
LPLA vs MKTX
+5.4%
-21.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.7% | +4.6% |
| 7D | +15.7% | +0.5% | +15.2% | +15.7% |
| 30D | -6.2% | +1.0% | -7.1% | -6.2% |
| 3M | -12.0% | +2.5% | -14.5% | -12.1% |
| 6M | -2.7% | +8.0% | -10.8% | -5.9% |
| YTD | -12.5% | -7.3% | -5.3% | -15.2% |
| 1Y | -16.5% | +4.7% | -21.2% | -22.1% |
| All | -16.5% | +5.4% | -21.9% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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