+1,311.5%
LPLA vs MTCH
+484.4%
+827.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -1.5% | -2.4% | +0.8% | -1.0% |
| 30D | -6.0% | +12.8% | -18.8% | -8.4% |
| 3M | +21.4% | +20.0% | +1.4% | +16.3% |
| 6M | +12.1% | +34.7% | -22.6% | +4.7% |
| YTD | -1.8% | +30.6% | -32.4% | -7.9% |
| 1Y | +3.2% | +10.9% | -7.7% | +0.1% |
| 3Y | +45.9% | -2.0% | +48.0% | +40.9% |
| 5Y | +144.7% | -72.6% | +217.3% | +201.9% |
| 10Y | +1,222.4% | +197.9% | +1,024.6% | +806.5% |
| All | +1,311.5% | +484.4% | +827.1% | +707.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling