+378.9%
MET vs LPLA
+1,049.8%
-670.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +4.5% | -0.9% | +5.4% | +4.9% |
| 30D | +3.5% | -9.5% | +13.0% | +7.4% |
| 3M | +5.9% | -21.9% | +27.8% | +17.1% |
| 6M | +33.1% | -2.6% | +35.7% | +31.9% |
| YTD | +33.6% | -17.8% | +51.4% | +41.2% |
| 1Y | +32.7% | -21.2% | +53.9% | +42.8% |
| 3Y | +85.0% | +30.6% | +54.4% | +48.9% |
| 5Y | +85.6% | +81.3% | +4.2% | +21.3% |
| 10Y | +198.8% | +773.9% | -575.1% | -8.2% |
| All | +378.9% | +1,049.8% | -670.9% | +8.1% |
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