+332.9%
MDLZ vs LPLA
+1,311.2%
-978.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | -3.1% | +1.3% | -1.4% |
| 30D | -2.1% | -0.1% | -2.0% | -2.1% |
| 3M | +1.3% | +23.2% | -21.9% | -1.6% |
| 6M | +6.2% | +15.5% | -9.3% | +3.8% |
| YTD | +15.8% | +0.9% | +14.9% | +14.9% |
| 1Y | +4.1% | +0.2% | +4.0% | +3.1% |
| 3Y | -4.1% | +55.2% | -59.3% | -12.9% |
| 5Y | +13.4% | +145.4% | -132.1% | -7.4% |
| 10Y | +75.7% | +1,229.7% | -1,153.9% | +3.7% |
| All | +332.9% | +1,311.2% | -978.3% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling