+123.7%
MS vs LPLA
+87.4%
+36.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.5% |
| 7D | -1.7% | -3.2% | +1.4% | -0.4% |
| 30D | +0.9% | -8.6% | +9.6% | +3.9% |
| 3M | -10.8% | -18.7% | +7.8% | -3.7% |
| 6M | +0.9% | +4.5% | -3.6% | -2.7% |
| YTD | +9.8% | -15.3% | +25.1% | +15.2% |
| 1Y | +17.1% | -19.9% | +37.0% | +25.7% |
| 3Y | +175.7% | +33.4% | +142.3% | +133.6% |
| All | +123.7% | +87.4% | +36.3% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling