+501.4%
MTZ vs LPLA
+902.8%
-401.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.8% | +11.3% | +10.4% |
| 7D | -6.4% | +4.1% | -10.6% | -8.7% |
| 30D | -22.1% | -9.0% | -13.0% | -19.8% |
| 3M | -32.7% | -17.6% | -15.1% | -27.6% |
| 6M | -59.8% | -8.8% | -51.0% | -59.7% |
| YTD | -19.9% | -17.0% | -2.9% | -17.4% |
| 1Y | -11.5% | -20.4% | +8.9% | -6.6% |
| 3Y | +258.1% | +35.4% | +222.7% | +170.7% |
| 5Y | +85.5% | +79.7% | +5.8% | +10.8% |
| All | +501.4% | +902.8% | -401.4% | +34.8% |
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