-2.3%
MDB vs LPLA
+54.7%
-57.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -17.4% | -3.1% | -14.4% | -16.5% |
| 30D | -2.0% | -0.1% | -1.9% | -1.9% |
| 3M | -3.0% | +23.2% | -26.2% | -9.8% |
| 6M | +48.7% | +15.5% | +33.1% | +40.1% |
| YTD | -12.1% | +0.9% | -13.0% | -13.4% |
| 1Y | +14.5% | +0.2% | +14.3% | +12.6% |
| All | -2.3% | +54.7% | -57.1% | -15.4% |
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 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