-42.3%
MSTR vs LPLA
-16.5%
-25.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.5% | +3.3% |
| 7D | -1.8% | +15.7% | -17.5% | -7.3% |
| 30D | -13.3% | -6.2% | -7.1% | -11.1% |
| 3M | +46.0% | -12.0% | +58.0% | +53.6% |
| 6M | -22.4% | -2.7% | -19.7% | -22.5% |
| YTD | -6.2% | -12.5% | +6.4% | +2.7% |
| 1Y | -42.3% | -16.5% | -25.8% | -34.6% |
| All | -42.3% | -16.5% | -25.8% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling