+605.8%
MSCI vs LPLA
+1,194.2%
-588.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.2% | -2.9% |
| 7D | -2.1% | -2.1% | 0.0% | -1.4% |
| 30D | -1.7% | -3.3% | +1.6% | -0.7% |
| 3M | -8.2% | +23.5% | -31.8% | -14.7% |
| 6M | -2.4% | +12.0% | -14.4% | -6.9% |
| YTD | -2.8% | -1.7% | -1.2% | -3.5% |
| 1Y | -2.7% | +3.2% | -5.9% | -5.5% |
| 3Y | +7.3% | +46.2% | -38.9% | -11.2% |
| 5Y | -11.4% | +144.9% | -156.3% | -42.4% |
| 10Y | +605.8% | +1,195.1% | -589.3% | +176.5% |
| All | +605.8% | +1,194.2% | -588.4% | +176.5% |
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 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