+7.6%
MOS vs LPLA
+902.8%
-895.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.0% |
| 7D | +21.6% | +4.1% | +17.4% | +19.4% |
| 30D | +12.0% | -9.0% | +21.0% | +16.3% |
| 3M | -3.9% | -17.6% | +13.7% | +3.9% |
| 6M | -3.3% | -8.8% | +5.5% | -1.6% |
| YTD | -4.6% | -17.0% | +12.4% | -0.7% |
| 1Y | -7.0% | -20.4% | +13.4% | -1.2% |
| 3Y | -24.4% | +35.4% | -59.8% | -45.9% |
| 5Y | -32.1% | +79.7% | -111.8% | -62.1% |
| All | +7.6% | +902.8% | -895.1% | -76.3% |
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