+83.0%
MMM vs LPLA
+892.4%
-809.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.0% |
| 7D | +5.8% | +2.3% | +3.5% | +5.2% |
| 30D | +17.9% | -7.7% | +25.6% | +19.9% |
| 3M | +3.6% | -15.7% | +19.3% | +7.4% |
| 6M | +32.9% | +0.8% | +32.1% | +31.2% |
| YTD | +19.5% | -14.2% | +33.7% | +22.1% |
| 1Y | +16.5% | -17.9% | +34.5% | +20.3% |
| 3Y | +167.2% | +36.1% | +131.1% | +135.4% |
| 5Y | +48.2% | +90.3% | -42.1% | +13.5% |
| 10Y | +83.0% | +841.0% | -758.0% | -7.1% |
| All | +83.0% | +892.4% | -809.4% | -7.1% |
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 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