+125.6%
DAL vs LPLA
+824.7%
-699.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +10.7% | +3.6% | +7.1% | +8.7% |
| 30D | +12.5% | -6.8% | +19.3% | +16.0% |
| 3M | +3.6% | -17.0% | +20.7% | +13.4% |
| 6M | +26.7% | +1.8% | +24.9% | +21.9% |
| YTD | +34.3% | -13.4% | +47.7% | +39.8% |
| 1Y | +59.1% | -17.5% | +76.6% | +70.3% |
| 3Y | +179.9% | +36.5% | +143.4% | +111.0% |
| 5Y | +119.1% | +92.6% | +26.5% | +25.1% |
| 10Y | +125.6% | +809.2% | -683.6% | -41.5% |
| All | +125.6% | +824.7% | -699.1% | -41.5% |
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