+1,046.4%
MOH vs LPLA
+1,273.0%
-226.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.2% | -1.5% | -2.6% | -3.9% |
| 30D | -2.4% | -6.0% | +3.6% | -1.1% |
| 3M | -4.4% | +21.4% | -25.8% | -8.4% |
| 6M | +32.9% | +12.1% | +20.9% | +29.0% |
| YTD | +11.9% | -1.8% | +13.7% | +10.9% |
| 1Y | +6.9% | +3.2% | +3.7% | +4.6% |
| 3Y | -39.4% | +45.9% | -85.4% | -47.5% |
| 5Y | -25.0% | +144.7% | -169.6% | -45.4% |
| 10Y | +244.9% | +1,222.4% | -977.6% | +53.9% |
| All | +1,046.4% | +1,273.0% | -226.6% | +352.2% |
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