+102.7%
MO vs LPLA
+147.5%
-44.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +0.1% | -1.5% | +1.7% | +0.2% |
| 30D | +7.1% | -6.0% | +13.1% | +7.5% |
| 3M | -2.0% | +24.0% | -26.0% | -3.1% |
| 6M | +7.3% | +17.0% | -9.7% | +6.3% |
| YTD | +23.5% | -0.7% | +24.1% | +23.3% |
| 1Y | +11.0% | +2.1% | +8.9% | +10.6% |
| 3Y | +95.0% | +48.7% | +46.3% | +85.4% |
| All | +102.7% | +147.5% | -44.8% | +70.5% |
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