+54.7%
MMM vs LPLA
+1,198.0%
-1,143.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -2.6% | -1.5% | -1.0% | -2.2% |
| 30D | -9.3% | -6.0% | -3.3% | -7.9% |
| 3M | +5.6% | +21.4% | -15.8% | +0.3% |
| 6M | +9.5% | +12.1% | -2.6% | +5.7% |
| YTD | +4.1% | -1.8% | +6.0% | +3.5% |
| 1Y | +9.4% | +3.2% | +6.2% | +6.8% |
| 3Y | +101.0% | +45.9% | +55.0% | +75.8% |
| 5Y | +26.1% | +144.7% | -118.5% | -8.8% |
| 10Y | +54.7% | +1,222.4% | -1,167.7% | -23.6% |
| All | +54.7% | +1,198.0% | -1,143.3% | -23.6% |
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