+380.3%
MCO vs LPLA
+1,251.7%
-871.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.0% |
| 7D | -3.8% | -1.5% | -2.2% | -3.3% |
| 30D | -0.4% | -6.0% | +5.6% | +1.5% |
| 3M | +7.7% | +24.0% | -16.3% | +0.4% |
| 6M | +7.0% | +17.0% | -10.0% | +1.1% |
| YTD | -6.4% | -0.7% | -5.7% | -7.2% |
| 1Y | -7.6% | +2.1% | -9.8% | -9.8% |
| 3Y | +43.2% | +48.7% | -5.5% | +20.2% |
| 5Y | +29.6% | +151.2% | -121.7% | -15.6% |
| All | +380.3% | +1,251.7% | -871.4% | +88.3% |
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