+181.2%
MLM vs LPLA
+902.8%
-721.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | -4.1% | +4.1% | -8.3% | -5.5% |
| 30D | +8.2% | -9.0% | +17.2% | +11.2% |
| 3M | -3.6% | -17.6% | +14.0% | +2.5% |
| 6M | -15.6% | -8.8% | -6.7% | -14.1% |
| YTD | -16.4% | -17.0% | +0.6% | -12.9% |
| 1Y | -14.3% | -20.4% | +6.1% | -9.4% |
| 3Y | +19.3% | +35.4% | -16.1% | -3.5% |
| 5Y | +29.6% | +79.7% | -50.2% | -13.4% |
| All | +181.2% | +902.8% | -721.6% | -19.7% |
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