-3.6%
DDOG vs LPLA
+80.3%
-83.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +2.9% | -0.9% | +3.8% | +3.1% |
| 30D | -31.6% | -9.5% | -22.1% | -30.1% |
| 3M | -27.0% | -21.9% | -5.1% | -21.6% |
| 6M | -10.3% | -2.6% | -7.7% | -11.3% |
| YTD | +35.4% | -17.8% | +53.2% | +40.0% |
| 1Y | -1.0% | -21.2% | +20.2% | +4.2% |
| 3Y | +76.7% | +30.6% | +46.0% | +44.7% |
| All | -3.6% | +80.3% | -83.9% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling