+445.3%
MP vs LPLA
+362.4%
+82.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -2.9% | -3.1% | +0.2% | -1.5% |
| 30D | +13.8% | -0.1% | +13.9% | +13.8% |
| 3M | -16.7% | +23.2% | -39.9% | -25.1% |
| 6M | -11.5% | +15.5% | -27.0% | -18.5% |
| YTD | +7.9% | +0.9% | +7.0% | +5.9% |
| 1Y | -15.0% | +0.2% | -15.2% | -17.2% |
| 3Y | +153.5% | +55.2% | +98.3% | +84.6% |
| 5Y | +58.7% | +145.4% | -86.8% | -17.8% |
| All | +445.3% | +362.4% | +82.9% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling