+32.0%
MLM vs LPLA
+79.1%
-47.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.4% | -1.8% | -4.4% |
| 7D | -1.2% | +7.6% | -8.9% | -2.8% |
| 30D | +7.9% | -9.5% | +17.4% | +10.0% |
| 3M | -4.5% | -16.3% | +11.9% | -1.1% |
| 6M | -12.6% | -8.0% | -4.7% | -11.8% |
| YTD | -14.9% | -15.5% | +0.7% | -12.7% |
| 1Y | -13.1% | -19.4% | +6.3% | -10.0% |
| 3Y | +21.2% | +39.7% | -18.5% | +5.3% |
| 5Y | +32.0% | +83.0% | -51.0% | -2.1% |
| All | +32.0% | +79.1% | -47.1% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling