+820.4%
MOD vs LPLA
+88.0%
+732.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.6% |
| 7D | +8.2% | -3.2% | +11.4% | +10.0% |
| 30D | -38.2% | -8.6% | -29.5% | -36.6% |
| 3M | -46.2% | -18.7% | -27.5% | -41.6% |
| 6M | -62.5% | +4.5% | -67.1% | -65.0% |
| YTD | -20.1% | -15.3% | -4.8% | -17.6% |
| 1Y | -29.7% | -19.9% | -9.8% | -24.8% |
| 3Y | +136.2% | +33.4% | +102.8% | +84.5% |
| 5Y | +820.4% | +87.4% | +733.0% | +454.5% |
| All | +820.4% | +88.0% | +732.4% | +454.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling