+839.4%
DECK vs LPLA
+824.7%
+14.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +6.8% | +3.6% | +3.1% | +5.3% |
| 30D | +8.3% | -6.8% | +15.1% | +10.7% |
| 3M | -7.9% | -17.0% | +9.2% | -1.4% |
| 6M | -10.6% | +1.8% | -12.4% | -12.9% |
| YTD | -13.4% | -13.4% | 0.0% | -10.9% |
| 1Y | +12.5% | -17.5% | +30.0% | +18.0% |
| 3Y | -14.9% | +36.5% | -51.3% | -31.4% |
| 5Y | +27.5% | +92.6% | -65.2% | -17.0% |
| 10Y | +839.4% | +809.2% | +30.2% | +231.4% |
| All | +839.4% | +824.7% | +14.6% | +231.4% |
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