+27.9%
MAS vs LPLA
-1.1%
+29.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.6% | +1.0% | +5.3% |
| 7D | +14.2% | +15.7% | -1.5% | +13.6% |
| 30D | +26.8% | -6.2% | +33.0% | +25.9% |
| 3M | +13.1% | -12.0% | +25.1% | +12.0% |
| 6M | +27.9% | -2.7% | +30.7% | +26.3% |
| All | +27.9% | -1.1% | +29.1% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling