-24.5%
MOS vs LPLA
+38.6%
-63.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.7% | +3.6% |
| 7D | +22.5% | +7.6% | +14.9% | +21.9% |
| 30D | +6.6% | -9.5% | +16.1% | +7.2% |
| 3M | -3.8% | -16.3% | +12.5% | -2.8% |
| 6M | -2.2% | -8.0% | +5.8% | -1.8% |
| YTD | -4.8% | -15.5% | +10.7% | -3.6% |
| 1Y | -11.7% | -19.4% | +7.7% | -10.1% |
| All | -24.5% | +38.6% | -63.1% | -26.0% |
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