+95.0%
MSFU vs LPLA
+42.7%
+52.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.6% |
| 7D | +4.0% | +3.6% | +0.4% | +3.2% |
| 30D | -2.3% | -6.8% | +4.4% | -0.8% |
| 3M | +7.1% | -17.0% | +24.1% | +12.3% |
| 6M | +48.9% | +1.8% | +47.1% | +47.5% |
| YTD | +2.4% | -13.4% | +15.8% | +5.3% |
| 1Y | -8.1% | -17.5% | +9.4% | -4.5% |
| 3Y | +25.2% | +36.5% | -11.3% | +20.9% |
| All | +95.0% | +42.7% | +52.4% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling