+1,418.5%
MCK vs LPLA
+1,263.8%
+154.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -4.4% | -3.7% | -0.7% | -3.7% |
| 30D | -2.2% | -6.4% | +4.2% | -0.9% |
| 3M | +11.6% | +20.2% | -8.6% | +7.1% |
| 6M | -4.9% | +12.8% | -17.8% | -7.9% |
| YTD | +7.7% | -2.5% | +10.2% | +7.0% |
| 1Y | +25.2% | +1.9% | +23.3% | +22.7% |
| 3Y | +112.1% | +45.0% | +67.2% | +86.3% |
| 5Y | +345.8% | +146.6% | +199.2% | +231.2% |
| 10Y | +439.7% | +1,213.6% | -773.8% | +156.1% |
| All | +1,418.5% | +1,263.8% | +154.6% | +551.5% |
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 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