+17.7%
DBX vs LPLA
+408.0%
-390.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.9% |
| 7D | -6.3% | -2.8% | -3.5% | -5.7% |
| 30D | -5.9% | -10.2% | +4.3% | -3.6% |
| 3M | -0.4% | -22.3% | +21.9% | +6.2% |
| 6M | +29.8% | -0.5% | +30.3% | +28.5% |
| YTD | +20.5% | -17.9% | +38.4% | +24.9% |
| 1Y | +8.7% | -22.0% | +30.7% | +14.1% |
| 3Y | +25.9% | +29.4% | -3.5% | +9.1% |
| 5Y | +24.2% | +81.2% | -57.1% | -7.8% |
| All | +17.7% | +408.0% | -390.3% | -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