-18.3%
MKC vs LPLA
-16.5%
-1.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.6% | +0.8% | +5.2% |
| 7D | +9.6% | +15.7% | -6.1% | +8.9% |
| 30D | +12.0% | -6.2% | +18.2% | +11.7% |
| 3M | -2.0% | -12.0% | +10.0% | -2.4% |
| 6M | +7.2% | -2.7% | +9.9% | +7.4% |
| YTD | -23.7% | -12.5% | -11.2% | -24.2% |
| 1Y | -18.3% | -16.5% | -1.8% | -19.4% |
| All | -18.3% | -16.5% | -1.8% | -19.4% |
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