+2,560.3%
MSFT vs LPLA
+1,084.6%
+1,475.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | 0.0% | -1.7% |
| 7D | -6.2% | -3.2% | -3.1% | -5.5% |
| 30D | -3.7% | -8.6% | +4.9% | -2.0% |
| 3M | +3.6% | -18.7% | +22.3% | +8.3% |
| 6M | +26.8% | +4.5% | +22.2% | +24.4% |
| YTD | +8.4% | -15.3% | +23.8% | +11.2% |
| 1Y | +3.3% | -19.9% | +23.2% | +7.2% |
| 3Y | +44.3% | +33.4% | +10.9% | +28.7% |
| 5Y | +63.3% | +87.4% | -24.1% | +28.8% |
| 10Y | +894.4% | +800.4% | +93.9% | +406.6% |
| All | +2,560.3% | +1,084.6% | +1,475.7% | +1,095.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling