+738.1%
LPLA vs MTB
+115.1%
+623.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | -0.9% | +1.5% | -2.5% | -1.9% |
| 30D | -9.5% | +2.3% | -11.8% | -10.7% |
| 3M | -21.9% | -12.1% | -9.7% | -14.9% |
| 6M | -2.6% | +9.8% | -12.4% | -8.4% |
| YTD | -17.8% | +12.0% | -29.8% | -23.6% |
| 1Y | -21.2% | +22.0% | -43.2% | -30.7% |
| 3Y | +30.6% | +107.6% | -77.0% | -21.5% |
| 5Y | +81.3% | +61.9% | +19.5% | +23.6% |
| All | +738.1% | +115.1% | +623.0% | +347.2% |
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