+1,739.5%
MULL vs LPLA
+3.8%
+1,735.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.0% |
| 7D | -8.4% | -1.5% | -6.9% | -8.6% |
| 30D | +9.7% | -6.0% | +15.7% | +9.2% |
| 3M | -26.8% | +24.0% | -50.8% | -27.4% |
| 6M | +220.7% | +17.0% | +203.7% | +220.0% |
| YTD | +509.0% | -0.7% | +509.7% | +554.0% |
| 1Y | +1,739.5% | +2.1% | +1,737.4% | +1,854.3% |
| All | +1,739.5% | +3.8% | +1,735.8% | +1,854.3% |
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