+43.5%
MAS vs LPLA
+79.1%
-35.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -2.9% |
| 7D | +4.6% | +7.6% | -3.1% | +3.4% |
| 30D | +19.9% | -9.5% | +29.4% | +21.5% |
| 3M | +8.9% | -16.3% | +25.2% | +11.6% |
| 6M | +20.2% | -8.0% | +28.1% | +21.0% |
| YTD | +33.9% | -15.5% | +49.4% | +36.0% |
| 1Y | +34.7% | -19.4% | +54.0% | +37.9% |
| 3Y | +60.4% | +39.7% | +20.7% | +43.9% |
| 5Y | +43.5% | +83.0% | -39.6% | +12.5% |
| All | +43.5% | +79.1% | -35.7% | +12.5% |
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