Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MSCI vs LPLA✓SelectedUSD · LPLAMSCI vs LPLA performance historyLatest closeAs of-2.27%11/06
Stock and ETF performance explorer

MSCI vs LPLA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,977.8%
LPLA return
+1,060.6%
Excess return
+917.2%
Maximum drawdown
-43.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLPLAExcessAlpha
1D-2.3%-1.8%-0.5%-1.7%
7D+2.8%+4.1%-1.3%+1.6%
30D+15.4%-9.0%+24.4%+18.3%
3M+13.4%-17.6%+31.0%+19.7%
6M+10.9%-8.8%+19.7%+12.7%
YTD+13.0%-17.0%+30.0%+17.6%
1Y+12.0%-20.4%+32.4%+18.0%
3Y+34.1%+35.4%-1.3%+14.2%
5Y+3.9%+79.7%-75.8%-22.4%
10Y+802.0%+915.0%-112.9%+263.2%
All+1,977.8%+1,060.6%+917.2%+603.4%

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