+1.4%
MCHP vs LPLA
+142.4%
-141.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -2.1% | -3.7% | +1.6% | -0.7% |
| 30D | -11.1% | -6.4% | -4.7% | -9.0% |
| 3M | -18.1% | +20.2% | -38.3% | -24.3% |
| 6M | +10.8% | +12.8% | -2.1% | +3.9% |
| YTD | +14.2% | -2.5% | +16.7% | +12.6% |
| 1Y | +13.5% | +1.9% | +11.5% | +9.2% |
| 3Y | -2.0% | +45.0% | -47.0% | -19.1% |
| 5Y | +1.4% | +146.6% | -145.2% | -42.0% |
| All | +1.4% | +142.4% | -141.0% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling