+2,538.2%
MUU vs LPLA
+44.1%
+2,494.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -1.3% |
| 7D | +13.9% | -2.1% | +16.0% | +15.5% |
| 30D | +24.8% | -3.3% | +28.1% | +27.2% |
| 3M | -15.7% | +23.5% | -39.3% | -32.1% |
| 6M | +338.9% | +12.0% | +326.9% | +271.8% |
| YTD | +563.2% | -1.7% | +564.8% | +528.8% |
| 1Y | +2,577.5% | +3.2% | +2,574.3% | +2,286.9% |
| All | +2,538.2% | +44.1% | +2,494.1% | +1,861.6% |
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