+1,729.8%
MSI vs LPLA
+1,311.2%
+418.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.7% | -3.1% | -0.6% | -3.1% |
| 30D | +6.8% | -0.1% | +6.9% | +6.8% |
| 3M | +14.3% | +23.2% | -8.9% | +8.9% |
| 6M | -1.6% | +15.5% | -17.1% | -5.2% |
| YTD | +22.8% | +0.9% | +21.9% | +21.2% |
| 1Y | -1.1% | +0.2% | -1.3% | -2.9% |
| 3Y | +70.5% | +55.2% | +15.2% | +47.4% |
| 5Y | +102.8% | +145.4% | -42.6% | +52.8% |
| 10Y | +597.4% | +1,229.7% | -632.2% | +252.7% |
| All | +1,729.8% | +1,311.2% | +418.6% | +716.6% |
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