+313.8%
MNST vs LPLA
+860.0%
-546.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.1% |
| 7D | -3.4% | +4.1% | -7.6% | -4.2% |
| 30D | +6.6% | -9.0% | +15.6% | +8.2% |
| 3M | -2.9% | -17.6% | +14.7% | +0.3% |
| 6M | +18.4% | -8.8% | +27.3% | +19.5% |
| YTD | +19.3% | -17.0% | +36.3% | +21.7% |
| 1Y | +37.9% | -20.4% | +58.3% | +41.8% |
| 3Y | +62.9% | +35.4% | +27.5% | +44.4% |
| 5Y | +99.6% | +79.7% | +19.8% | +58.4% |
| All | +313.8% | +860.0% | -546.2% | +150.4% |
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