-21.6%
DASH vs LPLA
+88.0%
-109.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.9% |
| 7D | -10.2% | -3.2% | -7.1% | -9.1% |
| 30D | -8.2% | -8.6% | +0.4% | -5.5% |
| 3M | -15.9% | -18.7% | +2.8% | -9.7% |
| 6M | +13.3% | +4.5% | +8.8% | +9.9% |
| YTD | -21.3% | -15.3% | -6.0% | -17.8% |
| 1Y | -11.1% | -19.9% | +8.7% | -5.3% |
| 3Y | +103.8% | +33.4% | +70.4% | +70.5% |
| 5Y | -21.6% | +87.4% | -109.0% | -54.4% |
| All | -21.6% | +88.0% | -109.6% | -54.4% |
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