+475.1%
MULL vs LPLA
-16.5%
+491.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.6% | -18.4% | -12.0% |
| 7D | -35.9% | +15.7% | -51.6% | -32.3% |
| 30D | -47.3% | -6.2% | -41.2% | -46.6% |
| 3M | -30.6% | -12.0% | -18.6% | -30.0% |
| 6M | +13.7% | -2.7% | +16.4% | +20.6% |
| YTD | +272.1% | -12.5% | +284.7% | +283.4% |
| 1Y | +475.1% | -16.5% | +491.6% | +624.7% |
| All | +475.1% | -16.5% | +491.6% | +624.7% |
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