+7.4%
DASH vs LPLA
+145.4%
-138.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | -10.6% | -3.1% | -7.5% | -9.5% |
| 30D | +2.2% | -0.1% | +2.2% | +2.1% |
| 3M | +32.3% | +23.2% | +9.0% | +21.7% |
| 6M | +19.1% | +15.5% | +3.6% | +11.7% |
| YTD | -6.5% | +0.9% | -7.4% | -8.0% |
| 1Y | -14.9% | +0.2% | -15.1% | -16.6% |
| 3Y | +151.9% | +55.2% | +96.7% | +101.1% |
| All | +7.4% | +145.4% | -138.0% | -39.0% |
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