-35.2%
MOD vs LPLA
-20.6%
-14.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.8% |
| 7D | -25.5% | +4.1% | -29.7% | -25.8% |
| 30D | -49.0% | -9.0% | -40.0% | -48.3% |
| 3M | -49.8% | -17.6% | -32.2% | -48.2% |
| 6M | -64.8% | -8.8% | -55.9% | -64.3% |
| YTD | -27.6% | -17.0% | -10.6% | -27.0% |
| 1Y | -35.2% | -20.4% | -14.8% | -29.2% |
| All | -35.2% | -20.6% | -14.6% | -29.2% |
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 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