+622.4%
MO vs LPLA
+1,275.5%
-653.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.7% |
| 7D | -2.0% | -2.1% | +0.1% | -1.8% |
| 30D | -0.3% | -3.3% | +3.1% | +0.1% |
| 3M | -2.9% | +23.5% | -26.5% | -5.6% |
| 6M | +5.8% | +12.0% | -6.2% | +3.8% |
| YTD | +22.0% | -1.7% | +23.7% | +21.5% |
| 1Y | +10.7% | +3.2% | +7.5% | +9.2% |
| 3Y | +94.4% | +46.2% | +48.2% | +79.4% |
| 5Y | +97.2% | +144.9% | -47.7% | +64.9% |
| 10Y | +103.0% | +1,195.1% | -1,092.1% | +36.2% |
| All | +622.4% | +1,275.5% | -653.1% | +356.5% |
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 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