+596.9%
MSI vs LPLA
+1,198.0%
-601.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.0% | -1.5% | -2.4% | -3.6% |
| 30D | -0.5% | -6.0% | +5.5% | +0.9% |
| 3M | +11.4% | +21.4% | -10.0% | +6.1% |
| 6M | +1.0% | +12.1% | -11.1% | -2.4% |
| YTD | +20.7% | -1.8% | +22.5% | +19.7% |
| 1Y | -2.7% | +3.2% | -5.9% | -5.3% |
| 3Y | +68.2% | +45.9% | +22.3% | +44.9% |
| 5Y | +100.0% | +144.7% | -44.7% | +43.4% |
| 10Y | +596.9% | +1,222.4% | -625.6% | +239.3% |
| All | +596.9% | +1,198.0% | -601.1% | +239.3% |
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 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