+924.0%
MS vs LPLA
+1,081.7%
-157.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.5% | -4.2% |
| 7D | -3.4% | +7.6% | -11.0% | -6.9% |
| 30D | -3.9% | -9.5% | +5.6% | -0.1% |
| 3M | -15.9% | -16.3% | +0.4% | -9.2% |
| 6M | -2.5% | -8.0% | +5.5% | -0.6% |
| YTD | +5.1% | -15.5% | +20.6% | +11.1% |
| 1Y | +13.0% | -19.4% | +32.3% | +22.2% |
| 3Y | +160.7% | +39.7% | +121.0% | +103.1% |
| 5Y | +114.0% | +83.0% | +31.0% | +36.1% |
| 10Y | +637.5% | +933.4% | -296.0% | +84.7% |
| All | +924.0% | +1,081.7% | -157.8% | +87.0% |
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