+690.7%
MSTR vs LPLA
+1,194.2%
-503.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.2% |
| 7D | +9.3% | -2.1% | +11.4% | +10.6% |
| 30D | +36.5% | -3.3% | +39.9% | +38.5% |
| 3M | +7.3% | +23.5% | -16.2% | -3.6% |
| 6M | +2.2% | +12.0% | -9.8% | -4.7% |
| YTD | -10.2% | -1.7% | -8.5% | -10.4% |
| 1Y | -58.6% | +3.2% | -61.8% | -59.9% |
| 3Y | +283.2% | +46.2% | +237.0% | +213.7% |
| 5Y | +113.8% | +144.9% | -31.1% | +42.5% |
| 10Y | +690.7% | +1,195.1% | -504.3% | +247.2% |
| All | +690.7% | +1,194.2% | -503.5% | +247.2% |
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