+1,241.6%
MOD vs LPLA
+1,311.2%
-69.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +9.6% | -3.1% | +12.7% | +11.3% |
| 30D | 0.0% | -0.1% | +0.1% | -0.2% |
| 3M | -35.4% | +23.2% | -58.6% | -42.8% |
| 6M | -7.3% | +15.5% | -22.8% | -16.1% |
| YTD | +45.8% | +0.9% | +44.9% | +40.4% |
| 1Y | +43.1% | +0.2% | +43.0% | +37.3% |
| 3Y | +297.7% | +55.2% | +242.4% | +199.5% |
| 5Y | +1,478.8% | +145.4% | +1,333.3% | +804.4% |
| 10Y | +1,633.4% | +1,229.7% | +403.7% | +334.8% |
| All | +1,241.6% | +1,311.2% | -69.7% | +142.5% |
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 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