+21.8%
DBX vs LPLA
+37.2%
-15.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.7% |
| 7D | -7.3% | +3.6% | -11.0% | -7.9% |
| 30D | -5.7% | -6.8% | +1.1% | -4.8% |
| 3M | -6.3% | -17.0% | +10.7% | -3.6% |
| 6M | +12.1% | +1.8% | +10.3% | +11.4% |
| YTD | +16.5% | -13.4% | +29.9% | +18.4% |
| 1Y | +6.1% | -17.5% | +23.6% | +8.6% |
| 3Y | +21.8% | +36.5% | -14.7% | +11.9% |
| All | +21.8% | +37.2% | -15.5% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling