+98.5%
DAL vs LPLA
+54.7%
+43.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +0.1% | -3.1% | +3.2% | +1.3% |
| 30D | -13.9% | -0.1% | -13.8% | -14.0% |
| 3M | +1.1% | +23.2% | -22.1% | -7.2% |
| 6M | +26.2% | +15.5% | +10.7% | +18.1% |
| YTD | +16.4% | +0.9% | +15.5% | +15.1% |
| 1Y | +33.9% | +0.2% | +33.7% | +31.9% |
| All | +98.5% | +54.7% | +43.8% | +77.3% |
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 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