-34.4%
MOS vs LPLA
+80.3%
-114.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.0% | -0.9% | -1.0% | -1.7% |
| 30D | +15.3% | -9.5% | +24.8% | +17.9% |
| 3M | +1.5% | -21.9% | +23.4% | +7.2% |
| 6M | -2.0% | -2.6% | +0.6% | -2.6% |
| YTD | -6.5% | -17.8% | +11.3% | -3.6% |
| 1Y | -11.1% | -21.2% | +10.1% | -7.2% |
| 3Y | -30.3% | +30.6% | -60.9% | -42.5% |
| All | -34.4% | +80.3% | -114.7% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling