+847.8%
MU vs LPLA
+78.4%
+769.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.7% |
| 7D | -22.0% | +4.1% | -26.2% | -23.2% |
| 30D | -36.6% | -9.0% | -27.6% | -35.1% |
| 3M | -21.7% | -17.6% | -4.1% | -17.3% |
| 6M | +3.5% | -8.8% | +12.4% | +3.5% |
| YTD | +141.9% | -17.0% | +159.0% | +148.5% |
| 1Y | +189.8% | -20.4% | +210.3% | +204.6% |
| 3Y | +855.4% | +35.4% | +820.0% | +684.8% |
| All | +847.8% | +78.4% | +769.4% | +489.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling