+2,802.6%
MULL vs LPLA
+0.7%
+2,801.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.3% | +12.1% | +11.8% |
| 7D | +17.3% | -3.1% | +20.4% | +16.8% |
| 30D | +23.5% | -0.1% | +23.6% | +23.6% |
| 3M | -24.0% | +23.2% | -47.2% | -23.4% |
| 6M | +276.7% | +15.5% | +261.2% | +286.2% |
| YTD | +565.1% | +0.9% | +564.2% | +618.1% |
| 1Y | +2,802.6% | +0.2% | +2,802.4% | +2,996.3% |
| All | +2,802.6% | +0.7% | +2,801.9% | +2,996.3% |
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