+45.9%
LPLA vs MTCH
-2.2%
+48.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -3.7% | -1.4% | -2.2% | -3.5% |
| 30D | -6.4% | +13.6% | -20.0% | -7.9% |
| 3M | +20.2% | +22.4% | -2.2% | +16.9% |
| 6M | +12.8% | +37.2% | -24.3% | +8.1% |
| YTD | -2.5% | +31.8% | -34.3% | -6.2% |
| 1Y | +1.9% | +12.9% | -11.0% | -0.5% |
| All | +45.9% | -2.2% | +48.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling