+629.1%
MRNA vs LPLA
+494.1%
+134.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -10.1% | -1.5% | -8.5% | -10.0% |
| 30D | +126.7% | -6.0% | +132.7% | +127.6% |
| 3M | +184.1% | +21.4% | +162.8% | +176.2% |
| 6M | +143.3% | +12.1% | +131.2% | +138.5% |
| YTD | +359.9% | -1.8% | +361.7% | +357.3% |
| 1Y | +454.2% | +3.2% | +451.0% | +447.1% |
| 3Y | +26.0% | +45.9% | -20.0% | +19.8% |
| 5Y | -70.3% | +144.7% | -214.9% | -72.3% |
| All | +629.1% | +494.1% | +134.9% | +547.3% |
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 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