+8.3%
DASH vs LPLA
-6.0%
+14.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.4% | -6.0% | -8.4% |
| 7D | +0.5% | +7.6% | -7.1% | -0.8% |
| 30D | -7.1% | -9.5% | +2.4% | -5.8% |
| 3M | -13.2% | -16.3% | +3.1% | -11.2% |
| 6M | +8.3% | -8.0% | +16.3% | +10.0% |
| All | +8.3% | -6.0% | +14.3% | +10.0% |
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 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