+215.9%
MAS vs LPLA
+902.8%
-686.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | +2.0% | +4.1% | -2.2% | +1.0% |
| 30D | +19.4% | -9.0% | +28.4% | +21.8% |
| 3M | +9.4% | -17.6% | +27.1% | +14.1% |
| 6M | +15.3% | -8.8% | +24.2% | +16.7% |
| YTD | +31.3% | -17.0% | +48.3% | +35.0% |
| 1Y | +34.9% | -20.4% | +55.3% | +40.0% |
| 3Y | +58.6% | +35.4% | +23.2% | +36.9% |
| 5Y | +40.7% | +79.7% | -39.0% | +6.3% |
| All | +215.9% | +902.8% | -686.9% | +45.7% |
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 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