+529.8%
MOD vs LPLA
+1,081.7%
-551.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.9% | -5.5% |
| 7D | -34.2% | +7.6% | -41.8% | -37.2% |
| 30D | -51.9% | -9.5% | -42.4% | -50.5% |
| 3M | -53.0% | -16.3% | -36.7% | -49.9% |
| 6M | -66.4% | -8.0% | -58.4% | -66.4% |
| YTD | -31.5% | -15.5% | -16.0% | -29.6% |
| 1Y | -39.6% | -19.4% | -20.2% | -36.0% |
| 3Y | +116.8% | +39.7% | +77.1% | +67.9% |
| 5Y | +713.8% | +83.0% | +630.8% | +431.1% |
| 10Y | +882.7% | +933.4% | -50.7% | +173.5% |
| All | +529.8% | +1,081.7% | -551.9% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling