+439.0%
MCD vs LPLA
+1,060.6%
-621.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.2% |
| 7D | +7.1% | +4.1% | +3.0% | +6.4% |
| 30D | +19.8% | -9.0% | +28.8% | +21.4% |
| 3M | +0.8% | -17.6% | +18.4% | +3.7% |
| 6M | -1.3% | -8.8% | +7.5% | -0.5% |
| YTD | -7.8% | -17.0% | +9.3% | -6.0% |
| 1Y | -5.0% | -20.4% | +15.5% | -2.5% |
| 3Y | +10.5% | +35.4% | -24.9% | -0.2% |
| 5Y | +22.0% | +79.7% | -57.8% | +0.9% |
| 10Y | +216.7% | +915.0% | -698.3% | +86.3% |
| All | +439.0% | +1,060.6% | -621.6% | +192.4% |
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