-5.9%
MDB vs LPLA
+36.1%
-41.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.2% |
| 7D | -11.4% | +4.1% | -15.5% | -12.5% |
| 30D | -13.8% | -9.0% | -4.8% | -11.8% |
| 3M | -15.5% | -17.6% | +2.2% | -10.9% |
| 6M | +17.9% | -8.8% | +26.8% | +19.7% |
| YTD | -25.5% | -17.0% | -8.4% | -22.5% |
| 1Y | -12.1% | -20.4% | +8.3% | -7.2% |
| 3Y | -5.9% | +35.4% | -41.3% | -11.2% |
| All | -5.9% | +36.1% | -41.9% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling