+308.9%
MSTR vs LPLA
+54.7%
+254.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +12.2% | -3.1% | +15.2% | +14.3% |
| 30D | +45.2% | -0.1% | +45.3% | +44.9% |
| 3M | +10.4% | +23.2% | -12.8% | -2.8% |
| 6M | -2.5% | +15.5% | -18.0% | -12.0% |
| YTD | -6.0% | +0.9% | -6.9% | -7.3% |
| 1Y | -56.4% | +0.2% | -56.6% | -57.1% |
| All | +308.9% | +54.7% | +254.2% | +250.6% |
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 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