+380.3%
MET vs LPLA
+1,084.6%
-704.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.5% |
| 7D | 0.0% | -3.2% | +3.2% | +1.5% |
| 30D | +3.4% | -8.6% | +12.0% | +6.7% |
| 3M | +7.0% | -18.7% | +25.6% | +16.1% |
| 6M | +34.6% | +4.5% | +30.1% | +29.1% |
| YTD | +34.0% | -15.3% | +49.3% | +39.7% |
| 1Y | +35.9% | -19.9% | +55.8% | +45.3% |
| 3Y | +85.5% | +33.4% | +52.1% | +47.9% |
| 5Y | +87.8% | +87.4% | +0.3% | +20.9% |
| 10Y | +199.7% | +800.4% | -600.7% | -9.2% |
| All | +380.3% | +1,084.6% | -704.3% | +6.9% |
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