-12.2%
DASH vs LPLA
-23.1%
+10.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.2% |
| 7D | -4.1% | -2.8% | -1.3% | -3.2% |
| 30D | -10.6% | -10.2% | -0.5% | -8.1% |
| 3M | -18.8% | -22.3% | +3.5% | -12.9% |
| 6M | +11.2% | -0.5% | +11.7% | +10.5% |
| YTD | -23.8% | -17.9% | -5.9% | -20.5% |
| 1Y | -12.2% | -22.0% | +9.9% | -7.2% |
| All | -12.2% | -23.1% | +10.9% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling