+343.8%
MET vs LPLA
+1,273.0%
-929.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.8% | -1.5% | +0.8% | 0.0% |
| 30D | -1.4% | -6.0% | +4.6% | +1.4% |
| 3M | +12.5% | +21.4% | -8.8% | +2.3% |
| 6M | +37.1% | +12.1% | +25.0% | +28.3% |
| YTD | +23.8% | -1.8% | +25.6% | +22.2% |
| 1Y | +24.1% | +3.2% | +20.9% | +18.6% |
| 3Y | +65.2% | +45.9% | +19.3% | +28.2% |
| 5Y | +82.3% | +144.7% | -62.4% | +4.6% |
| 10Y | +241.6% | +1,222.4% | -980.9% | -11.3% |
| All | +343.8% | +1,273.0% | -929.2% | -6.5% |
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