+1,010.1%
MDB vs LPLA
+623.8%
+386.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -0.9% | -2.5% |
| 7D | -18.0% | -2.1% | -15.9% | -17.3% |
| 30D | -10.7% | -3.3% | -7.4% | -9.5% |
| 3M | +1.0% | +23.5% | -22.6% | -7.1% |
| 6M | +31.6% | +12.0% | +19.6% | +24.5% |
| YTD | -15.2% | -1.7% | -13.5% | -15.9% |
| 1Y | +10.1% | +3.2% | +6.9% | +6.5% |
| 3Y | -5.6% | +46.2% | -51.8% | -21.9% |
| 5Y | -24.5% | +144.9% | -169.4% | -50.3% |
| All | +1,010.1% | +623.8% | +386.2% | +354.0% |
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