-9.6%
MOS vs LPLA
+145.4%
-155.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +9.5% | -3.1% | +12.6% | +10.4% |
| 30D | +10.4% | -0.1% | +10.5% | +10.3% |
| 3M | +12.9% | +23.2% | -10.3% | +6.2% |
| 6M | +1.2% | +15.5% | -14.3% | -3.8% |
| YTD | +9.3% | +0.9% | +8.4% | +7.5% |
| 1Y | -18.0% | +0.2% | -18.1% | -19.6% |
| 3Y | -29.0% | +55.2% | -84.3% | -43.7% |
| All | -9.6% | +145.4% | -155.0% | -47.6% |
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