+1,338.0%
MSTR vs LPLA
+1,060.6%
+277.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | -1.2% | +4.1% | -5.4% | -2.8% |
| 30D | -15.9% | -9.0% | -6.9% | -13.2% |
| 3M | +33.1% | -17.6% | +50.8% | +42.9% |
| 6M | -31.0% | -8.8% | -22.2% | -29.6% |
| YTD | -15.1% | -17.0% | +1.9% | -9.9% |
| 1Y | -45.6% | -20.4% | -25.2% | -41.3% |
| 3Y | +180.5% | +35.4% | +145.1% | +141.3% |
| 5Y | +61.7% | +79.7% | -18.1% | +25.9% |
| 10Y | +578.0% | +915.0% | -336.9% | +191.1% |
| All | +1,338.0% | +1,060.6% | +277.4% | +406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling