+9.3%
MCD vs LPLA
+29.3%
-20.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.4% |
| 7D | -1.6% | -2.8% | +1.2% | -1.5% |
| 30D | +16.0% | -10.2% | +26.2% | +16.1% |
| 3M | 0.0% | -22.3% | +22.2% | -0.1% |
| 6M | +0.9% | -0.5% | +1.4% | +1.0% |
| YTD | -8.7% | -17.9% | +9.1% | -8.8% |
| 1Y | -8.6% | -22.0% | +13.5% | -8.7% |
| All | +9.3% | +29.3% | -20.0% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling