+21.4%
DAL vs LPLA
-6.0%
+27.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.8% |
| 7D | +4.6% | +7.6% | -3.1% | +3.8% |
| 30D | +2.3% | -9.5% | +11.8% | +2.8% |
| 3M | -8.1% | -16.3% | +8.2% | -7.5% |
| 6M | +21.4% | -8.0% | +29.4% | +23.9% |
| All | +21.4% | -6.0% | +27.5% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling