+553.7%
MS vs LPLA
+824.7%
-271.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | -0.3% |
| 7D | +0.8% | +3.6% | -2.9% | -1.0% |
| 30D | -0.7% | -6.8% | +6.1% | +1.9% |
| 3M | -12.4% | -17.0% | +4.7% | -4.6% |
| 6M | -1.7% | +1.8% | -3.6% | -5.0% |
| YTD | +8.0% | -13.4% | +21.4% | +12.9% |
| 1Y | +16.2% | -17.5% | +33.7% | +24.6% |
| 3Y | +171.3% | +36.5% | +134.8% | +110.2% |
| 5Y | +124.8% | +92.6% | +32.1% | +31.8% |
| 10Y | +553.7% | +809.2% | -255.5% | +57.8% |
| All | +553.7% | +824.7% | -271.1% | +57.8% |
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