+71.4%
MSFT vs LPLA
+143.6%
-72.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.6% |
| 7D | -1.4% | -2.1% | +0.7% | -1.0% |
| 30D | -1.0% | -3.3% | +2.3% | -0.4% |
| 3M | +20.2% | +23.5% | -3.3% | +15.1% |
| 6M | +21.3% | +12.0% | +9.3% | +18.0% |
| YTD | +2.8% | -1.7% | +4.5% | +2.4% |
| 1Y | 0.0% | +3.2% | -3.3% | -1.8% |
| 3Y | +51.2% | +46.2% | +5.0% | +37.0% |
| 5Y | +71.4% | +144.9% | -73.5% | +24.1% |
| All | +71.4% | +143.6% | -72.2% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling