+123.3%
MAR vs LPLA
+33.3%
+90.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | +1.0% | -3.2% | +4.2% | +1.6% |
| 30D | +16.2% | -8.6% | +24.8% | +17.8% |
| 3M | +23.1% | -18.7% | +41.7% | +27.4% |
| 6M | +22.0% | +4.5% | +17.4% | +19.5% |
| YTD | +39.2% | -15.3% | +54.5% | +41.4% |
| 1Y | +48.3% | -19.9% | +68.1% | +52.6% |
| All | +123.3% | +33.3% | +90.0% | +108.7% |
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 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