+231.7%
MU vs LPLA
-20.7%
+252.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.2% | +14.1% | +11.5% |
| 7D | +2.0% | -3.2% | +5.2% | +1.4% |
| 30D | -18.0% | -8.6% | -9.3% | -18.1% |
| 3M | -6.6% | -18.7% | +12.1% | -7.4% |
| 6M | +2.0% | +4.5% | -2.5% | +1.6% |
| YTD | +184.5% | -15.3% | +199.8% | +187.4% |
| All | +231.7% | -20.7% | +252.4% | +263.1% |
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