+609.5%
MTUM vs LPLA
+1,152.6%
-543.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.1% | -1.5% | +5.7% | +4.5% |
| 30D | +0.6% | -6.0% | +6.6% | +2.1% |
| 3M | -0.6% | +21.4% | -22.0% | -5.8% |
| 6M | +25.3% | +12.1% | +13.3% | +20.7% |
| YTD | +23.8% | -1.8% | +25.7% | +22.8% |
| 1Y | +25.4% | +3.2% | +22.2% | +22.4% |
| 3Y | +117.3% | +45.9% | +71.3% | +91.2% |
| 5Y | +79.7% | +144.7% | -65.0% | +35.7% |
| 10Y | +359.6% | +1,222.4% | -862.9% | +141.7% |
| All | +609.5% | +1,152.6% | -543.2% | +286.6% |
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 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