+2,581.4%
MULL vs LPLA
+11.2%
+2,570.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | +14.8% | -1.5% | +16.3% | +16.1% |
| 30D | +36.6% | -6.0% | +42.5% | +42.4% |
| 3M | -8.9% | +21.4% | -30.3% | -26.4% |
| 6M | +311.9% | +12.1% | +299.9% | +243.6% |
| YTD | +579.8% | -1.8% | +581.7% | +541.6% |
| 1Y | +2,421.5% | +3.2% | +2,418.3% | +2,104.4% |
| All | +2,581.4% | +11.2% | +2,570.2% | +2,082.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling