+210.4%
MGY vs LPLA
+801.5%
-591.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.7% |
| 7D | +3.5% | -1.5% | +5.1% | +4.3% |
| 30D | +5.3% | -6.0% | +11.3% | +8.2% |
| 3M | +2.6% | +24.0% | -21.4% | -8.8% |
| 6M | -3.3% | +17.0% | -20.3% | -12.6% |
| YTD | +29.2% | -0.7% | +29.9% | +25.4% |
| 1Y | +18.0% | +2.1% | +15.9% | +11.9% |
| 3Y | +30.0% | +48.7% | -18.7% | -4.3% |
| 5Y | +92.7% | +151.2% | -58.6% | -3.8% |
| All | +210.4% | +801.5% | -591.1% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling