+339.0%
MCK vs LPLA
+147.5%
+191.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -2.9% | -1.5% | -1.4% | -2.8% |
| 30D | +0.4% | -6.0% | +6.4% | +1.0% |
| 3M | +12.1% | +24.0% | -11.9% | +9.7% |
| 6M | -5.4% | +17.0% | -22.4% | -7.1% |
| YTD | +7.8% | -0.7% | +8.5% | +7.3% |
| 1Y | +22.9% | +2.1% | +20.8% | +21.7% |
| 3Y | +110.7% | +48.7% | +62.0% | +94.7% |
| All | +339.0% | +147.5% | +191.5% | +247.2% |
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