+3.4%
MUB vs LPLA
+89.2%
-85.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | +0.1% |
| 7D | +1.0% | +2.3% | -1.3% | +1.1% |
| 30D | +3.9% | -7.7% | +11.5% | +3.8% |
| 3M | -0.4% | -15.7% | +15.3% | -0.6% |
| 6M | -0.6% | +0.8% | -1.4% | -0.5% |
| YTD | +0.4% | -14.2% | +14.6% | +0.3% |
| 1Y | +0.8% | -17.9% | +18.8% | +0.6% |
| 3Y | +11.3% | +36.1% | -24.8% | +12.5% |
| 5Y | +3.4% | +90.3% | -86.9% | +4.9% |
| All | +3.4% | +89.2% | -85.8% | +4.9% |
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 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