+128.6%
MAGS vs LPLA
+50.5%
+78.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +1.2% | -2.1% | +3.3% | +1.9% |
| 30D | -0.1% | -3.3% | +3.2% | +0.8% |
| 3M | +3.8% | +23.5% | -19.7% | -2.7% |
| 6M | +13.2% | +12.0% | +1.2% | +8.7% |
| YTD | +4.7% | -1.7% | +6.4% | +4.1% |
| 1Y | +14.4% | +3.2% | +11.2% | +11.2% |
| 3Y | +128.6% | +46.2% | +82.3% | +110.2% |
| All | +128.6% | +50.5% | +78.1% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling