+741.1%
DECK vs LPLA
+1,230.5%
-489.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.2% | -3.1% | +0.8% | -1.0% |
| 30D | -13.6% | -0.1% | -13.5% | -13.6% |
| 3M | -21.2% | +23.2% | -44.5% | -28.1% |
| 6M | -21.1% | +15.5% | -36.6% | -26.7% |
| YTD | -17.2% | +0.9% | -18.1% | -19.3% |
| 1Y | -30.7% | +0.2% | -30.9% | -32.8% |
| 3Y | -3.4% | +55.2% | -58.6% | -25.3% |
| 5Y | +25.5% | +145.4% | -119.9% | -25.8% |
| All | +741.1% | +1,230.5% | -489.4% | +151.8% |
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