+32.4%
MSFU vs LPLA
+54.7%
-22.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -5.7% | -3.1% | -2.6% | -4.6% |
| 30D | +4.2% | -0.1% | +4.3% | +4.2% |
| 3M | +27.9% | +23.2% | +4.7% | +18.8% |
| 6M | +37.1% | +15.5% | +21.6% | +29.4% |
| YTD | -7.4% | +0.9% | -8.3% | -8.6% |
| 1Y | -19.6% | +0.2% | -19.8% | -20.9% |
| All | +32.4% | +54.7% | -22.3% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling