-35.5%
MOD vs LPLA
-17.5%
-18.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -2.9% |
| 7D | -17.8% | +3.6% | -21.5% | -18.0% |
| 30D | -43.2% | -6.8% | -36.5% | -42.4% |
| 3M | -46.0% | -17.0% | -29.0% | -44.0% |
| 6M | -62.2% | +1.8% | -64.1% | -62.8% |
| YTD | -22.8% | -13.4% | -9.4% | -22.3% |
| 1Y | -35.5% | -17.5% | -18.0% | -29.5% |
| All | -35.5% | -17.5% | -18.0% | -29.5% |
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 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