+1,114.6%
MS vs LPLA
+1,311.2%
-196.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | -3.1% | +4.4% | +3.0% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | +0.3% | +23.2% | -22.9% | -10.4% |
| 6M | +31.3% | +15.5% | +15.8% | +20.4% |
| YTD | +24.7% | +0.9% | +23.8% | +22.0% |
| 1Y | +47.9% | +0.2% | +47.8% | +44.0% |
| 3Y | +178.3% | +55.2% | +123.1% | +108.7% |
| 5Y | +144.9% | +145.4% | -0.5% | +35.0% |
| 10Y | +804.5% | +1,229.7% | -425.1% | +101.7% |
| All | +1,114.6% | +1,311.2% | -196.7% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling