+1,173.1%
MRVL vs LPLA
+758.1%
+415.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.7% | -4.7% |
| 7D | +11.0% | -0.9% | +12.0% | +11.4% |
| 30D | -36.1% | -9.5% | -26.6% | -34.4% |
| 3M | -29.4% | -21.9% | -7.6% | -23.4% |
| 6M | -11.9% | -2.6% | -9.2% | -14.7% |
| YTD | +84.8% | -17.8% | +102.6% | +90.7% |
| 1Y | +79.4% | -21.2% | +100.6% | +89.3% |
| 3Y | +195.7% | +30.6% | +165.1% | +147.3% |
| 5Y | +117.2% | +81.3% | +35.8% | +53.5% |
| All | +1,173.1% | +758.1% | +415.1% | +393.7% |
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