+21.5%
DBX vs LPLA
+507.0%
-485.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.3% | -1.5% | +1.8% | +0.7% |
| 30D | 0.0% | -6.0% | +6.0% | +1.8% |
| 3M | +26.1% | +21.4% | +4.7% | +19.0% |
| 6M | +29.4% | +12.1% | +17.3% | +24.2% |
| YTD | +24.4% | -1.8% | +26.3% | +23.5% |
| 1Y | +10.9% | +3.2% | +7.7% | +7.7% |
| 3Y | +24.1% | +45.9% | -21.9% | +4.9% |
| 5Y | +7.8% | +144.7% | -136.9% | -26.5% |
| All | +21.5% | +507.0% | -485.6% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling