+211.3%
MCD vs LPLA
+892.4%
-681.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.1% |
| 7D | +5.9% | +2.3% | +3.7% | +5.5% |
| 30D | +19.6% | -7.7% | +27.3% | +21.1% |
| 3M | +3.3% | -15.7% | +19.0% | +6.2% |
| 6M | +3.5% | +0.8% | +2.6% | +2.4% |
| YTD | -6.1% | -14.2% | +8.1% | -4.6% |
| 1Y | -3.7% | -17.9% | +14.2% | -1.4% |
| 3Y | +13.4% | +36.1% | -22.7% | -0.5% |
| 5Y | +25.2% | +90.3% | -65.2% | -4.2% |
| 10Y | +211.3% | +841.0% | -629.7% | +61.8% |
| All | +211.3% | +892.4% | -681.2% | +61.8% |
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 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