-23.3%
MKC vs LPLA
+0.7%
-24.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -1.0% |
| 7D | -5.9% | -3.1% | -2.8% | -5.9% |
| 30D | -0.9% | -0.1% | -0.8% | -0.9% |
| 3M | +12.7% | +23.2% | -10.5% | +13.6% |
| 6M | -19.3% | +15.5% | -34.8% | -18.9% |
| YTD | -22.2% | +0.9% | -23.0% | -22.3% |
| 1Y | -23.3% | +0.2% | -23.5% | -23.4% |
| All | -23.3% | +0.7% | -24.0% | -23.4% |
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