+2,450.9%
MSFT vs LPLA
+1,311.2%
+1,139.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -2.7% | -3.1% | +0.4% | -1.9% |
| 30D | +2.7% | -0.1% | +2.8% | +2.7% |
| 3M | +17.0% | +23.2% | -6.3% | +10.9% |
| 6M | +23.8% | +15.5% | +8.3% | +18.8% |
| YTD | +4.0% | +0.9% | +3.1% | +2.8% |
| 1Y | -0.8% | +0.2% | -1.0% | -2.3% |
| 3Y | +55.6% | +55.2% | +0.4% | +34.4% |
| 5Y | +72.9% | +145.4% | -72.5% | +27.8% |
| 10Y | +875.8% | +1,229.7% | -353.8% | +357.2% |
| All | +2,450.9% | +1,311.2% | +1,139.7% | +1,004.7% |
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