+2,302.1%
MULL vs LPLA
+12.6%
+2,289.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -2.5% |
| 7D | -8.4% | -1.5% | -6.9% | -7.4% |
| 30D | +9.7% | -6.0% | +15.7% | +14.4% |
| 3M | -26.8% | +24.0% | -50.8% | -41.8% |
| 6M | +220.7% | +17.0% | +203.7% | +155.7% |
| YTD | +509.0% | -0.7% | +509.7% | +469.9% |
| 1Y | +1,739.5% | +2.1% | +1,737.4% | +1,551.3% |
| All | +2,302.1% | +12.6% | +2,289.6% | +1,838.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling