+0.6%
MOS vs LPLA
+797.0%
-796.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.2% |
| 7D | +5.5% | -3.2% | +8.6% | +7.0% |
| 30D | +21.0% | -8.6% | +29.6% | +25.5% |
| 3M | -0.5% | -18.7% | +18.2% | +8.3% |
| 6M | +6.6% | +4.5% | +2.0% | +1.3% |
| YTD | -2.8% | -15.3% | +12.5% | +0.2% |
| 1Y | -8.1% | -19.9% | +11.8% | -2.6% |
| 3Y | -25.6% | +33.4% | -59.0% | -46.1% |
| 5Y | -29.8% | +87.4% | -117.2% | -61.8% |
| 10Y | +0.6% | +800.4% | -799.9% | -77.3% |
| All | +0.6% | +797.0% | -796.5% | -77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling