-19.1%
MP vs LPLA
+81.7%
-100.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -4.7% |
| 7D | -19.0% | +7.6% | -26.6% | -21.5% |
| 30D | -30.5% | -9.5% | -21.0% | -28.2% |
| 3M | -29.6% | -16.3% | -13.2% | -25.2% |
| 6M | -50.4% | -8.0% | -42.4% | -49.8% |
| YTD | -33.2% | -15.5% | -17.7% | -30.1% |
| 1Y | -38.6% | -19.4% | -19.2% | -34.3% |
| 3Y | +105.5% | +39.7% | +65.8% | +54.8% |
| All | -19.1% | +81.7% | -100.7% | -53.3% |
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 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