-0.5%
MSFT vs LPLA
+3.3%
-3.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.0% | -1.5% | +0.5% | -0.8% |
| 30D | -2.7% | -6.0% | +3.3% | -1.9% |
| 3M | +22.1% | +21.4% | +0.7% | +19.5% |
| 6M | +20.6% | +12.1% | +8.5% | +18.6% |
| YTD | +2.3% | -1.8% | +4.1% | +1.6% |
| 1Y | -0.5% | +3.2% | -3.7% | -1.1% |
| All | -0.5% | +3.3% | -3.9% | -1.1% |
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