-99.9%
DFNS vs LPLA
+363.8%
-463.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | +4.6% | -1.5% | +6.2% | +4.8% |
| 30D | -73.9% | -6.0% | -67.9% | -73.7% |
| 3M | -71.7% | +21.4% | -93.1% | -72.2% |
| 6M | -94.6% | +12.1% | -106.7% | -94.6% |
| YTD | -98.1% | -1.8% | -96.2% | -98.1% |
| 1Y | -98.3% | +3.2% | -101.5% | -98.3% |
| 3Y | -99.9% | +45.9% | -145.8% | -99.9% |
| 5Y | -99.9% | +144.7% | -244.5% | -99.9% |
| All | -99.9% | +363.8% | -463.6% | -99.9% |
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