+199.5%
MCHP vs LPLA
+1,251.7%
-1,052.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.8% |
| 7D | 0.0% | -1.5% | +1.6% | +0.8% |
| 30D | -6.0% | -6.0% | 0.0% | -3.5% |
| 3M | -19.7% | +24.0% | -43.7% | -27.7% |
| 6M | +14.0% | +17.0% | -3.0% | +4.2% |
| YTD | +18.4% | -0.7% | +19.1% | +15.2% |
| 1Y | +17.1% | +2.1% | +15.0% | +11.9% |
| 3Y | +0.7% | +48.7% | -48.0% | -21.1% |
| 5Y | +5.1% | +151.2% | -146.1% | -39.9% |
| All | +199.5% | +1,251.7% | -1,052.2% | +4.5% |
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