+906.4%
MOD vs LPLA
+902.8%
+3.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.7% |
| 7D | -25.5% | +4.1% | -29.7% | -28.0% |
| 30D | -49.0% | -9.0% | -40.0% | -47.7% |
| 3M | -49.8% | -17.6% | -32.2% | -45.8% |
| 6M | -64.8% | -8.8% | -55.9% | -64.7% |
| YTD | -27.6% | -17.0% | -10.6% | -24.8% |
| 1Y | -35.2% | -20.4% | -14.8% | -30.7% |
| 3Y | +137.1% | +35.4% | +101.7% | +80.5% |
| 5Y | +760.3% | +79.7% | +680.5% | +430.2% |
| All | +906.4% | +902.8% | +3.6% | +186.4% |
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