+265.1%
MU vs LPLA
-16.5%
+281.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.6% | -11.6% | -6.1% |
| 7D | -19.1% | +15.7% | -34.8% | -17.0% |
| 30D | -25.2% | -6.2% | -19.1% | -24.9% |
| 3M | -10.9% | -12.0% | +1.1% | -10.8% |
| 6M | +38.0% | -2.7% | +40.7% | +41.9% |
| YTD | +178.8% | -12.5% | +191.4% | +183.9% |
| 1Y | +265.1% | -16.5% | +281.7% | +306.8% |
| All | +265.1% | -16.5% | +281.6% | +306.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling