+521.9%
MSTR vs LPLA
+797.0%
-275.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.1% |
| 7D | -14.2% | -3.2% | -11.0% | -12.9% |
| 30D | -19.9% | -8.6% | -11.2% | -17.2% |
| 3M | +27.3% | -18.7% | +46.0% | +38.7% |
| 6M | -37.6% | +4.5% | -42.1% | -40.3% |
| YTD | -19.5% | -15.3% | -4.2% | -14.9% |
| 1Y | -47.1% | -19.9% | -27.2% | -42.6% |
| 3Y | +140.3% | +33.4% | +106.9% | +102.2% |
| 5Y | +49.5% | +87.4% | -37.9% | +8.9% |
| 10Y | +521.9% | +800.4% | -278.6% | +205.0% |
| All | +521.9% | +797.0% | -275.2% | +205.0% |
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