+731.1%
DECK vs LPLA
+1,081.7%
-350.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.3% |
| 7D | +6.0% | +7.6% | -1.6% | +3.2% |
| 30D | +7.4% | -9.5% | +16.9% | +10.8% |
| 3M | -11.7% | -16.3% | +4.7% | -6.4% |
| 6M | -11.0% | -8.0% | -3.0% | -9.6% |
| YTD | -15.4% | -15.5% | +0.2% | -12.3% |
| 1Y | +7.2% | -19.4% | +26.6% | +13.0% |
| 3Y | -11.8% | +39.7% | -51.5% | -27.6% |
| 5Y | +24.3% | +83.0% | -58.7% | -11.4% |
| 10Y | +907.5% | +933.4% | -25.9% | +270.6% |
| All | +731.1% | +1,081.7% | -350.6% | +147.4% |
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 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