+554.8%
MA vs LPLA
+892.4%
-337.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.7% |
| 7D | -0.3% | +2.3% | -2.6% | -1.1% |
| 30D | +11.3% | -7.7% | +19.0% | +13.7% |
| 3M | +16.7% | -15.7% | +32.4% | +22.6% |
| 6M | +32.8% | +0.8% | +31.9% | +30.4% |
| YTD | +15.6% | -14.2% | +29.8% | +18.8% |
| 1Y | +19.6% | -17.9% | +37.5% | +24.6% |
| 3Y | +72.1% | +36.1% | +36.0% | +41.5% |
| 5Y | +96.0% | +90.3% | +5.7% | +32.0% |
| 10Y | +554.8% | +841.0% | -286.2% | +161.6% |
| All | +554.8% | +892.4% | -337.7% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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