-100.0%
DFNS vs LPLA
+29.3%
-129.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -3.0% | -16.4% | -18.7% |
| 7D | -12.7% | -2.8% | -9.9% | -12.1% |
| 30D | -65.2% | -10.2% | -55.1% | -64.5% |
| 3M | -94.6% | -22.3% | -72.3% | -94.3% |
| 6M | -96.2% | -0.5% | -95.8% | -96.2% |
| YTD | -99.6% | -17.9% | -81.7% | -99.6% |
| 1Y | -99.7% | -22.0% | -77.7% | -99.7% |
| All | -100.0% | +29.3% | -129.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling