+267.3%
MP vs LPLA
+288.2%
-20.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.7% |
| 7D | +2.3% | -3.2% | +5.4% | +3.8% |
| 30D | -15.3% | -8.6% | -6.7% | -12.7% |
| 3M | -33.5% | -18.7% | -14.8% | -28.2% |
| 6M | -45.5% | +4.5% | -50.1% | -48.2% |
| YTD | -27.3% | -15.3% | -12.0% | -23.9% |
| 1Y | -40.7% | -19.9% | -20.8% | -36.2% |
| 3Y | +145.9% | +33.4% | +112.4% | +88.3% |
| 5Y | -13.9% | +87.4% | -101.3% | -49.5% |
| All | +267.3% | +288.2% | -20.9% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling