+143.4%
MLM vs LPLA
+824.7%
-681.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -2.9% | +3.6% | -6.5% | -4.1% |
| 30D | +10.4% | -6.8% | +17.2% | +12.5% |
| 3M | -3.7% | -17.0% | +13.3% | +2.0% |
| 6M | -10.3% | +1.8% | -12.1% | -12.3% |
| YTD | -14.8% | -13.4% | -1.4% | -12.6% |
| 1Y | -13.9% | -17.5% | +3.6% | -10.1% |
| 3Y | +18.4% | +36.5% | -18.1% | -3.9% |
| 5Y | +31.8% | +92.6% | -60.8% | -13.6% |
| 10Y | +143.4% | +809.2% | -665.8% | -18.0% |
| All | +143.4% | +824.7% | -681.3% | -18.0% |
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