+121.1%
MSTR vs LPLA
+29.4%
+91.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -13.4% | -0.9% | -12.5% | -13.1% |
| 30D | -22.1% | -9.5% | -12.6% | -18.8% |
| 3M | +15.0% | -21.9% | +36.8% | +29.4% |
| 6M | -37.3% | -2.6% | -34.7% | -38.2% |
| YTD | -26.5% | -17.8% | -8.7% | -20.1% |
| 1Y | -46.5% | -21.2% | -25.3% | -40.4% |
| 3Y | +121.1% | +30.6% | +90.5% | +111.2% |
| All | +121.1% | +29.4% | +91.7% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling