+195.2%
MCD vs LPLA
+757.5%
-562.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.2% |
| 7D | -1.6% | -2.8% | +1.2% | -1.0% |
| 30D | +16.0% | -10.2% | +26.2% | +18.1% |
| 3M | 0.0% | -22.3% | +22.2% | +4.5% |
| 6M | +0.9% | -0.5% | +1.4% | +0.2% |
| YTD | -8.7% | -17.9% | +9.1% | -6.5% |
| 1Y | -8.6% | -22.0% | +13.5% | -5.4% |
| 3Y | +9.9% | +29.4% | -19.6% | -2.6% |
| 5Y | +22.6% | +81.2% | -58.6% | -5.1% |
| All | +195.2% | +757.5% | -562.3% | +56.6% |
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