+154.1%
MAR vs LPLA
+145.5%
+8.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.5% | -1.5% | +1.1% | 0.0% |
| 30D | -4.7% | -6.0% | +1.3% | -3.0% |
| 3M | -15.6% | +21.4% | -37.0% | -20.6% |
| 6M | +1.2% | +12.1% | -10.9% | -3.0% |
| YTD | +7.5% | -1.8% | +9.3% | +6.4% |
| 1Y | +26.6% | +3.2% | +23.4% | +22.2% |
| 3Y | +66.0% | +45.9% | +20.0% | +38.7% |
| 5Y | +154.1% | +144.7% | +9.4% | +48.6% |
| All | +154.1% | +145.5% | +8.6% | +48.6% |
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