+102.9%
DAL vs LPLA
+78.4%
+24.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +3.0% |
| 7D | +8.8% | +4.1% | +4.6% | +6.9% |
| 30D | +5.4% | -9.0% | +14.4% | +9.3% |
| 3M | -4.9% | -17.6% | +12.7% | +2.7% |
| 6M | +19.8% | -8.8% | +28.7% | +22.5% |
| YTD | +27.0% | -17.0% | +44.0% | +34.6% |
| 1Y | +52.5% | -20.4% | +72.9% | +64.9% |
| 3Y | +173.8% | +35.4% | +138.4% | +119.4% |
| All | +102.9% | +78.4% | +24.5% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling