+584.1%
MA vs LPLA
+757.5%
-173.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.2% |
| 7D | -0.5% | -2.8% | +2.3% | +0.4% |
| 30D | +7.9% | -10.2% | +18.1% | +11.2% |
| 3M | +16.8% | -22.3% | +39.0% | +26.2% |
| 6M | +31.0% | -0.5% | +31.5% | +29.3% |
| YTD | +15.0% | -17.9% | +32.9% | +20.0% |
| 1Y | +17.0% | -22.0% | +39.1% | +24.2% |
| 3Y | +68.5% | +29.4% | +39.1% | +40.7% |
| 5Y | +85.0% | +81.2% | +3.7% | +26.2% |
| All | +584.1% | +757.5% | -173.4% | +165.7% |
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