+222.1%
MAS vs LPLA
+921.0%
-699.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -2.6% |
| 7D | +4.6% | +7.6% | -3.1% | +2.7% |
| 30D | +19.9% | -9.5% | +29.4% | +22.4% |
| 3M | +8.9% | -16.3% | +25.2% | +13.1% |
| 6M | +20.2% | -8.0% | +28.1% | +21.3% |
| YTD | +33.9% | -15.5% | +49.4% | +37.0% |
| 1Y | +34.7% | -19.4% | +54.0% | +39.4% |
| 3Y | +60.4% | +39.7% | +20.7% | +37.2% |
| 5Y | +43.5% | +83.0% | -39.6% | +7.9% |
| All | +222.1% | +921.0% | -699.0% | +47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling