+4,598.6%
MU vs LPLA
+784.1%
+3,814.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.2% | +14.1% | +12.9% |
| 7D | +2.0% | -3.2% | +5.2% | +3.6% |
| 30D | -18.0% | -8.6% | -9.3% | -15.9% |
| 3M | -6.6% | -18.7% | +12.1% | +0.3% |
| 6M | +2.0% | +4.5% | -2.5% | -4.5% |
| YTD | +184.5% | -15.3% | +199.8% | +188.8% |
| 1Y | +236.9% | -19.9% | +256.7% | +252.8% |
| 3Y | +987.0% | +33.4% | +953.5% | +765.1% |
| 5Y | +1,014.6% | +87.4% | +927.2% | +599.7% |
| All | +4,598.6% | +784.1% | +3,814.5% | +1,351.6% |
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 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