+1,195.4%
LPLA vs MTB
+171.7%
+1,023.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.5% | +1.1% | -2.6% | -2.2% |
| 30D | -6.0% | -4.6% | -1.4% | -3.1% |
| 3M | +21.4% | +6.3% | +15.1% | +16.5% |
| 6M | +12.1% | +15.6% | -3.5% | +1.7% |
| YTD | -1.8% | +20.6% | -22.4% | -13.3% |
| 1Y | +3.2% | +22.5% | -19.3% | -10.0% |
| 3Y | +45.9% | +114.4% | -68.5% | -15.0% |
| 5Y | +144.7% | +101.9% | +42.8% | +41.8% |
| All | +1,195.4% | +171.7% | +1,023.6% | +478.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling