+1,064.1%
MAS vs LPLA
+1,123.3%
-59.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.6% | +1.0% | +4.4% |
| 7D | +14.2% | +15.7% | -1.5% | +9.8% |
| 30D | +26.8% | -6.2% | +33.0% | +28.5% |
| 3M | +13.1% | -12.0% | +25.1% | +16.3% |
| 6M | +27.9% | -2.7% | +30.7% | +27.2% |
| YTD | +38.7% | -12.5% | +51.2% | +40.8% |
| 1Y | +40.4% | -16.5% | +56.9% | +44.3% |
| 3Y | +66.1% | +44.6% | +21.5% | +39.5% |
| 5Y | +47.4% | +87.3% | -39.9% | +9.2% |
| 10Y | +238.3% | +969.8% | -731.5% | +29.6% |
| All | +1,064.1% | +1,123.3% | -59.2% | +227.8% |
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