+180.0%
MCD vs LPLA
+1,194.2%
-1,014.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.5% |
| 7D | -2.0% | -2.1% | 0.0% | -1.6% |
| 30D | -6.1% | -3.3% | -2.8% | -5.6% |
| 3M | -7.3% | +23.5% | -30.8% | -11.2% |
| 6M | -20.9% | +12.0% | -32.9% | -23.1% |
| YTD | -14.7% | -1.7% | -13.0% | -15.2% |
| 1Y | -16.1% | +3.2% | -19.3% | -17.9% |
| 3Y | -1.5% | +46.2% | -47.7% | -13.9% |
| 5Y | +20.4% | +144.9% | -124.5% | -12.4% |
| 10Y | +180.0% | +1,195.1% | -1,015.1% | +40.7% |
| All | +180.0% | +1,194.2% | -1,014.2% | +40.7% |
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