-25.6%
MOS vs LPLA
+37.6%
-63.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.5% | +1.5% |
| 7D | +19.7% | +2.3% | +17.4% | +19.4% |
| 30D | +21.5% | -7.7% | +29.2% | +22.0% |
| 3M | -0.4% | -15.7% | +15.3% | +0.5% |
| 6M | +4.5% | +0.8% | +3.7% | +4.1% |
| YTD | -2.9% | -14.2% | +11.3% | -1.9% |
| 1Y | -7.7% | -17.9% | +10.2% | -6.2% |
| 3Y | -25.6% | +36.1% | -61.7% | -27.4% |
| All | -25.6% | +37.6% | -63.3% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling