+744.1%
DECK vs LPLA
+1,123.3%
-379.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.6% | +1.3% | +4.2% |
| 7D | +10.4% | +15.7% | -5.3% | +4.6% |
| 30D | +11.1% | -6.2% | +17.3% | +13.1% |
| 3M | -10.8% | -12.0% | +1.2% | -7.2% |
| 6M | -8.7% | -2.7% | -6.0% | -9.3% |
| YTD | -14.0% | -12.5% | -1.5% | -12.1% |
| 1Y | +12.0% | -16.5% | +28.6% | +16.5% |
| 3Y | -10.5% | +44.6% | -55.1% | -27.4% |
| 5Y | +28.5% | +87.3% | -58.8% | -9.2% |
| 10Y | +923.3% | +969.8% | -46.5% | +271.6% |
| All | +744.1% | +1,123.3% | -379.2% | +148.1% |
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