+885.0%
MSFT vs LPLA
+1,198.0%
-313.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.0% | -1.5% | +0.5% | -0.6% |
| 30D | -2.7% | -6.0% | +3.3% | -1.1% |
| 3M | +22.1% | +21.4% | +0.7% | +15.9% |
| 6M | +20.6% | +12.1% | +8.5% | +16.2% |
| YTD | +2.3% | -1.8% | +4.1% | +1.7% |
| 1Y | -0.5% | +3.2% | -3.7% | -3.0% |
| 3Y | +50.5% | +45.9% | +4.6% | +30.4% |
| 5Y | +72.3% | +144.7% | -72.3% | +22.2% |
| 10Y | +885.0% | +1,222.4% | -337.4% | +363.8% |
| All | +885.0% | +1,198.0% | -313.0% | +363.8% |
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