+68.1%
DD vs LPLA
+1,235.7%
-1,167.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -3.8% | -1.5% | -2.2% | -3.2% |
| 30D | -9.2% | -6.0% | -3.3% | -7.2% |
| 3M | -9.0% | +21.4% | -30.4% | -16.1% |
| 6M | -5.0% | +12.1% | -17.0% | -10.2% |
| YTD | +7.4% | -1.8% | +9.2% | +5.9% |
| 1Y | +35.1% | +3.2% | +31.9% | +29.6% |
| 3Y | +43.2% | +45.9% | -2.7% | +13.8% |
| 5Y | +59.6% | +144.7% | -85.0% | -4.9% |
| All | +68.1% | +1,235.7% | -1,167.6% | -42.6% |
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