+19.4%
MA vs LPLA
-18.3%
+37.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.1% |
| 7D | -0.3% | +2.3% | -2.6% | -0.7% |
| 30D | +11.3% | -7.7% | +19.0% | +12.2% |
| 3M | +16.7% | -15.7% | +32.4% | +19.0% |
| 6M | +32.8% | +0.8% | +31.9% | +31.9% |
| YTD | +15.6% | -14.2% | +29.8% | +14.8% |
| All | +19.4% | -18.3% | +37.7% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling