+753.4%
MOD vs LPLA
+78.4%
+675.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.6% |
| 7D | -25.5% | +4.1% | -29.7% | -27.7% |
| 30D | -49.0% | -9.0% | -40.0% | -47.7% |
| 3M | -49.8% | -17.6% | -32.2% | -46.0% |
| 6M | -64.8% | -8.8% | -55.9% | -64.6% |
| YTD | -27.6% | -17.0% | -10.6% | -24.7% |
| 1Y | -35.2% | -20.4% | -14.8% | -30.6% |
| 3Y | +137.1% | +35.4% | +101.7% | +83.3% |
| All | +753.4% | +78.4% | +675.0% | +426.3% |
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