+27.4%
MKC vs LPLA
+1,251.7%
-1,224.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | +0.3% |
| 7D | -1.5% | -1.5% | +0.1% | -1.4% |
| 30D | -3.1% | -6.0% | +2.9% | -2.7% |
| 3M | +5.2% | +24.0% | -18.9% | +3.7% |
| 6M | -12.8% | +17.0% | -29.8% | -13.8% |
| YTD | -23.3% | -0.7% | -22.6% | -23.5% |
| 1Y | -24.1% | +2.1% | -26.2% | -24.5% |
| 3Y | -32.1% | +48.7% | -80.8% | -34.9% |
| 5Y | -32.8% | +151.2% | -184.0% | -39.2% |
| All | +27.4% | +1,251.7% | -1,224.3% | +3.1% |
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 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