-5.1%
DASH vs LPLA
+216.3%
-221.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.4% | -6.0% | -8.1% |
| 7D | +0.5% | +7.6% | -7.1% | -2.0% |
| 30D | -7.1% | -9.5% | +2.4% | -3.9% |
| 3M | -13.2% | -16.3% | +3.1% | -7.8% |
| 6M | +8.3% | -8.0% | +16.3% | +10.4% |
| YTD | -20.6% | -15.5% | -5.0% | -16.9% |
| 1Y | -24.4% | -19.4% | -5.0% | -19.6% |
| 3Y | +94.5% | +39.7% | +54.8% | +59.6% |
| 5Y | -9.4% | +83.0% | -92.5% | -41.2% |
| All | -5.1% | +216.3% | -221.3% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling