-32.9%
MOS vs LPLA
+81.7%
-114.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.7% | +4.1% |
| 7D | +22.5% | +7.6% | +14.9% | +20.4% |
| 30D | +6.6% | -9.5% | +16.1% | +9.0% |
| 3M | -3.8% | -16.3% | +12.5% | -0.1% |
| 6M | -2.2% | -8.0% | +5.8% | -1.3% |
| YTD | -4.8% | -15.5% | +10.7% | -2.5% |
| 1Y | -11.7% | -19.4% | +7.7% | -8.4% |
| 3Y | -26.5% | +39.7% | -66.2% | -41.0% |
| All | -32.9% | +81.7% | -114.5% | -53.1% |
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