+545.4%
MCHP vs LPLA
+1,275.5%
-730.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.1% |
| 7D | +2.8% | -2.1% | +4.8% | +3.6% |
| 30D | -12.8% | -3.3% | -9.5% | -11.8% |
| 3M | -19.2% | +23.5% | -42.7% | -26.1% |
| 6M | +14.5% | +12.0% | +2.5% | +7.9% |
| YTD | +17.1% | -1.7% | +18.8% | +14.9% |
| 1Y | +15.3% | +3.2% | +12.1% | +10.6% |
| 3Y | +0.5% | +46.2% | -45.7% | -17.2% |
| 5Y | +6.1% | +144.9% | -138.8% | -31.1% |
| 10Y | +192.2% | +1,195.1% | -1,002.8% | +11.1% |
| All | +545.4% | +1,275.5% | -730.1% | +117.7% |
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