+181.3%
MS vs LPLA
+54.7%
+126.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | -3.1% | +4.4% | +2.7% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | +0.3% | +23.2% | -22.9% | -8.8% |
| 6M | +31.3% | +15.5% | +15.8% | +22.3% |
| YTD | +24.7% | +0.9% | +23.8% | +22.8% |
| 1Y | +47.9% | +0.2% | +47.8% | +45.2% |
| All | +181.3% | +54.7% | +126.7% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling