+149.6%
LPLA vs MKTX
-60.5%
+210.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -6.0% | +0.7% | -6.7% | -6.0% |
| 3M | +24.0% | +40.8% | -16.8% | +22.2% |
| 6M | +17.0% | -8.0% | +25.0% | +16.9% |
| YTD | -0.7% | -8.7% | +8.1% | -0.8% |
| 1Y | +2.1% | -11.8% | +14.0% | +2.1% |
| 3Y | +48.7% | -24.0% | +72.7% | +47.4% |
| All | +149.6% | -60.5% | +210.1% | +165.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling