+9.0%
MSFT vs LPLA
-16.5%
+25.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.6% | +2.0% | +5.9% |
| 7D | +4.7% | +15.7% | -11.0% | +2.3% |
| 30D | +5.8% | -6.2% | +12.0% | +6.9% |
| 3M | +13.0% | -12.0% | +25.0% | +15.2% |
| 6M | +34.9% | -2.7% | +37.7% | +35.3% |
| YTD | +15.7% | -12.5% | +28.2% | +17.1% |
| 1Y | +9.0% | -16.5% | +25.5% | +10.7% |
| All | +9.0% | -16.5% | +25.4% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling