+191.0%
MAGS vs LPLA
+79.6%
+111.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +0.8% | -1.5% | +2.4% | +1.2% |
| 30D | +0.4% | -6.0% | +6.4% | +2.0% |
| 3M | +5.6% | +21.4% | -15.8% | 0.0% |
| 6M | +12.3% | +12.1% | +0.2% | +8.2% |
| YTD | +5.1% | -1.8% | +6.9% | +4.5% |
| 1Y | +14.0% | +3.2% | +10.8% | +11.2% |
| 3Y | +129.4% | +45.9% | +83.4% | +108.7% |
| All | +191.0% | +79.6% | +111.5% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling