+33.0%
MET vs LPLA
-16.5%
+49.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +1.2% |
| 7D | +3.9% | +15.7% | -11.8% | +0.7% |
| 30D | +6.8% | -6.2% | +13.0% | +8.0% |
| 3M | +7.7% | -12.0% | +19.7% | +10.4% |
| 6M | +32.9% | -2.7% | +35.7% | +33.0% |
| YTD | +33.9% | -12.5% | +46.4% | +33.5% |
| 1Y | +33.0% | -16.5% | +49.5% | +35.4% |
| All | +33.0% | -16.5% | +49.5% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling