+874.8%
MAS vs LPLA
+1,311.2%
-436.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.8% | -3.1% | +2.3% | +0.1% |
| 30D | -5.6% | -0.1% | -5.5% | -5.6% |
| 3M | +4.4% | +23.2% | -18.8% | -1.9% |
| 6M | +7.2% | +15.5% | -8.3% | +2.1% |
| YTD | +16.1% | +0.9% | +15.2% | +14.1% |
| 1Y | +0.1% | +0.2% | -0.1% | -2.1% |
| 3Y | +28.3% | +55.2% | -26.9% | +6.6% |
| 5Y | +30.5% | +145.4% | -115.0% | -10.6% |
| 10Y | +139.1% | +1,229.7% | -1,090.5% | -13.9% |
| All | +874.8% | +1,311.2% | -436.5% | +165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling