+122.8%
DAL vs LPLA
+902.8%
-780.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +3.1% |
| 7D | +8.8% | +4.1% | +4.6% | +6.5% |
| 30D | +5.4% | -9.0% | +14.4% | +10.1% |
| 3M | -4.9% | -17.6% | +12.7% | +4.3% |
| 6M | +19.8% | -8.8% | +28.7% | +22.6% |
| YTD | +27.0% | -17.0% | +44.0% | +35.4% |
| 1Y | +52.5% | -20.4% | +72.9% | +66.3% |
| 3Y | +173.8% | +35.4% | +138.4% | +107.1% |
| 5Y | +104.5% | +79.7% | +24.8% | +22.1% |
| All | +122.8% | +902.8% | -780.0% | -40.2% |
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