+43.5%
MLM vs LPLA
+145.4%
-101.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -2.9% | -3.1% | +0.2% | -2.2% |
| 30D | -6.8% | -0.1% | -6.7% | -6.9% |
| 3M | -11.2% | +23.2% | -34.5% | -15.7% |
| 6M | -21.8% | +15.5% | -37.4% | -24.9% |
| YTD | -17.0% | +0.9% | -17.9% | -17.9% |
| 1Y | -16.4% | +0.2% | -16.5% | -17.5% |
| 3Y | +14.5% | +55.2% | -40.7% | -2.0% |
| All | +43.5% | +145.4% | -101.9% | -2.8% |
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