+64.6%
MSFT vs LPLA
+83.0%
-18.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +1.7% | +4.1% | -2.5% | +0.9% |
| 30D | +0.2% | -9.0% | +9.2% | +1.8% |
| 3M | +6.4% | -17.6% | +24.0% | +10.1% |
| 6M | +28.7% | -8.8% | +37.5% | +30.2% |
| YTD | +10.4% | -17.0% | +27.4% | +13.3% |
| 1Y | +7.6% | -20.4% | +28.0% | +11.3% |
| 3Y | +52.3% | +35.4% | +16.9% | +39.0% |
| All | +64.6% | +83.0% | -18.4% | +26.9% |
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