+1,064.5%
MOD vs LPLA
+758.1%
+306.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.1% | +27.8% | +27.8% |
| 7D | +40.4% | -0.9% | +41.4% | +41.2% |
| 30D | -14.0% | -9.5% | -4.5% | -11.5% |
| 3M | -33.3% | -21.9% | -11.5% | -25.7% |
| 6M | -51.4% | -2.6% | -48.8% | -53.0% |
| YTD | +1.6% | -17.8% | +19.4% | +6.2% |
| 1Y | +5.4% | -21.2% | +26.6% | +13.2% |
| 3Y | +191.0% | +30.6% | +160.4% | +126.0% |
| 5Y | +1,093.1% | +81.3% | +1,011.8% | +629.8% |
| All | +1,064.5% | +758.1% | +306.4% | +235.2% |
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