+276.4%
MMM vs LPLA
+1,311.2%
-1,034.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -3.3% | -3.1% | -0.3% | -2.6% |
| 30D | -7.0% | -0.1% | -6.9% | -7.1% |
| 3M | +10.8% | +23.2% | -12.4% | +5.3% |
| 6M | +5.8% | +15.5% | -9.8% | +1.7% |
| YTD | +6.8% | +0.9% | +5.9% | +5.5% |
| 1Y | +10.4% | +0.2% | +10.2% | +8.7% |
| 3Y | +104.7% | +55.2% | +49.5% | +78.3% |
| 5Y | +23.6% | +145.4% | -121.9% | -7.1% |
| 10Y | +54.1% | +1,229.7% | -1,175.5% | -24.5% |
| All | +276.4% | +1,311.2% | -1,034.9% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling