+1,079.5%
MPC vs LPLA
+902.8%
+176.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.3% |
| 7D | -16.2% | +4.1% | -20.3% | -18.2% |
| 30D | -15.7% | -9.0% | -6.7% | -13.1% |
| 3M | +24.9% | -17.6% | +42.5% | +34.8% |
| 6M | +52.7% | -8.8% | +61.5% | +54.5% |
| YTD | +131.9% | -17.0% | +148.9% | +141.9% |
| 1Y | +96.6% | -20.4% | +117.1% | +109.4% |
| 3Y | +163.8% | +35.4% | +128.4% | +95.7% |
| 5Y | +533.1% | +79.7% | +453.4% | +264.6% |
| All | +1,079.5% | +902.8% | +176.7% | +212.7% |
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