+223.8%
MKC vs LPLA
+1,311.2%
-1,087.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -5.9% | -3.1% | -2.8% | -5.6% |
| 30D | -0.9% | -0.1% | -0.8% | -0.9% |
| 3M | +12.7% | +23.2% | -10.5% | +10.6% |
| 6M | -19.3% | +15.5% | -34.8% | -20.4% |
| YTD | -22.2% | +0.9% | -23.0% | -22.5% |
| 1Y | -23.3% | +0.2% | -23.5% | -23.8% |
| 3Y | -30.0% | +55.2% | -85.2% | -33.9% |
| 5Y | -33.8% | +145.4% | -179.2% | -41.3% |
| 10Y | +24.4% | +1,229.7% | -1,205.2% | -12.8% |
| All | +223.8% | +1,311.2% | -1,087.4% | +113.1% |
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