+92.2%
MDLZ vs LPLA
+892.4%
-800.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.7% | +0.2% |
| 7D | +0.1% | +2.3% | -2.2% | -0.2% |
| 30D | +10.0% | -7.7% | +17.7% | +10.8% |
| 3M | +7.1% | -15.7% | +22.7% | +8.9% |
| 6M | +9.8% | +0.8% | +9.0% | +9.1% |
| YTD | +26.6% | -14.2% | +40.9% | +27.8% |
| 1Y | +20.3% | -17.9% | +38.2% | +22.1% |
| 3Y | +5.4% | +36.1% | -30.7% | -3.3% |
| 5Y | +22.2% | +90.3% | -68.1% | +1.8% |
| 10Y | +92.2% | +841.0% | -748.8% | +19.4% |
| All | +92.2% | +892.4% | -800.3% | +19.4% |
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