+153.3%
MP vs LPLA
+54.7%
+98.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -2.9% | -3.1% | +0.2% | -2.0% |
| 30D | +13.8% | -0.1% | +13.9% | +13.8% |
| 3M | -16.7% | +23.2% | -39.9% | -22.2% |
| 6M | -11.5% | +15.5% | -27.0% | -15.8% |
| YTD | +7.9% | +0.9% | +7.0% | +7.2% |
| 1Y | -15.0% | +0.2% | -15.2% | -15.5% |
| All | +153.3% | +54.7% | +98.6% | +117.4% |
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