+5,778.3%
MU vs LPLA
+1,194.2%
+4,584.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.5% |
| 7D | +7.2% | -2.1% | +9.2% | +8.1% |
| 30D | +14.0% | -3.3% | +17.3% | +15.5% |
| 3M | +5.4% | +23.5% | -18.2% | -6.0% |
| 6M | +170.3% | +12.0% | +158.3% | +148.7% |
| YTD | +250.7% | -1.7% | +252.3% | +240.3% |
| 1Y | +662.1% | +3.2% | +658.9% | +619.7% |
| 3Y | +1,341.2% | +46.2% | +1,295.0% | +1,032.4% |
| 5Y | +1,319.3% | +144.9% | +1,174.4% | +712.6% |
| 10Y | +5,778.3% | +1,195.1% | +4,583.2% | +1,735.9% |
| All | +5,778.3% | +1,194.2% | +4,584.1% | +1,735.9% |
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