+195.1%
MKC vs LPLA
+1,049.8%
-854.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.0% | -0.9% | -2.0% | -2.9% |
| 30D | +4.8% | -9.5% | +14.3% | +5.6% |
| 3M | -12.8% | -21.9% | +9.0% | -11.2% |
| 6M | +5.0% | -2.6% | +7.6% | +5.0% |
| YTD | -29.1% | -17.8% | -11.3% | -28.3% |
| 1Y | -26.4% | -21.2% | -5.2% | -25.3% |
| 3Y | -21.6% | +30.6% | -52.3% | -25.0% |
| 5Y | -35.2% | +81.3% | -116.6% | -41.0% |
| 10Y | +25.6% | +773.9% | -748.3% | -7.8% |
| All | +195.1% | +1,049.8% | -854.7% | +97.3% |
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