-5.9%
DASH vs LPLA
+224.3%
-230.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -2.8% | +3.6% | -6.4% | -3.9% |
| 30D | -9.3% | -6.8% | -2.5% | -7.3% |
| 3M | -15.1% | -17.0% | +2.0% | -9.5% |
| 6M | +8.7% | +1.8% | +6.9% | +6.6% |
| YTD | -21.3% | -13.4% | -7.9% | -18.5% |
| 1Y | -12.7% | -17.5% | +4.9% | -8.0% |
| 3Y | +103.8% | +36.5% | +67.3% | +69.5% |
| 5Y | -16.8% | +92.6% | -109.4% | -47.0% |
| All | -5.9% | +224.3% | -230.2% | -50.3% |
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 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