+254.1%
MP vs LPLA
+280.3%
-26.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.7% |
| 7D | -10.5% | +4.1% | -14.7% | -12.4% |
| 30D | -23.5% | -9.0% | -14.5% | -21.1% |
| 3M | -25.4% | -17.6% | -7.8% | -19.9% |
| 6M | -51.3% | -8.8% | -42.4% | -50.5% |
| YTD | -29.9% | -17.0% | -12.9% | -26.0% |
| 1Y | -31.8% | -20.4% | -11.4% | -26.5% |
| 3Y | +127.0% | +35.4% | +91.6% | +71.6% |
| 5Y | -3.3% | +79.7% | -83.0% | -42.1% |
| All | +254.1% | +280.3% | -26.2% | +69.5% |
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