+153.5%
MLM vs LPLA
+892.4%
-738.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +1.3% |
| 7D | -3.8% | +2.3% | -6.1% | -4.6% |
| 30D | +11.0% | -7.7% | +18.7% | +13.5% |
| 3M | -3.1% | -15.7% | +12.6% | +2.1% |
| 6M | -9.8% | +0.8% | -10.6% | -11.6% |
| YTD | -14.4% | -14.2% | -0.1% | -11.8% |
| 1Y | -12.6% | -17.9% | +5.4% | -8.6% |
| 3Y | +19.7% | +36.1% | -16.3% | -2.8% |
| 5Y | +29.8% | +90.3% | -60.6% | -14.6% |
| 10Y | +153.5% | +841.0% | -687.5% | -15.9% |
| All | +153.5% | +892.4% | -738.9% | -15.9% |
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