+607.1%
MS vs LPLA
+902.8%
-295.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.4% |
| 7D | -1.6% | +4.1% | -5.7% | -3.6% |
| 30D | -3.8% | -9.0% | +5.2% | 0.0% |
| 3M | -14.6% | -17.6% | +3.0% | -6.7% |
| 6M | -5.1% | -8.8% | +3.8% | -2.7% |
| YTD | +4.5% | -17.0% | +21.5% | +11.8% |
| 1Y | +13.5% | -20.4% | +34.0% | +24.1% |
| 3Y | +160.4% | +35.4% | +125.0% | +101.9% |
| 5Y | +112.9% | +79.7% | +33.1% | +29.5% |
| All | +607.1% | +902.8% | -295.7% | +58.3% |
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 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