-32.6%
MOD vs LPLA
-16.5%
-16.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.6% | -26.1% | -21.5% |
| 7D | -31.3% | +15.7% | -47.0% | -32.2% |
| 30D | -46.1% | -6.2% | -39.9% | -45.3% |
| 3M | -51.1% | -12.0% | -39.1% | -49.8% |
| 6M | -62.1% | -2.7% | -59.3% | -61.8% |
| YTD | -26.2% | -12.5% | -13.6% | -25.6% |
| 1Y | -32.6% | -16.5% | -16.0% | -25.9% |
| All | -32.6% | -16.5% | -16.1% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling