+920.8%
MDB vs LPLA
+531.4%
+389.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.3% | +3.4% |
| 7D | -0.9% | +2.3% | -3.2% | -1.8% |
| 30D | -15.2% | -7.7% | -7.5% | -13.4% |
| 3M | -17.9% | -15.7% | -2.2% | -13.6% |
| 6M | +9.3% | +0.8% | +8.5% | +6.9% |
| YTD | -22.0% | -14.2% | -7.8% | -19.7% |
| 1Y | -9.3% | -17.9% | +8.6% | -5.2% |
| 3Y | -10.4% | +36.1% | -46.5% | -24.9% |
| 5Y | -43.2% | +90.3% | -133.6% | -59.5% |
| All | +920.8% | +531.4% | +389.4% | +333.4% |
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