+102.2%
DG vs LPLA
+1,198.0%
-1,095.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -4.8% | -1.5% | -3.3% | -4.7% |
| 30D | +1.8% | -6.0% | +7.7% | +2.3% |
| 3M | +14.5% | +21.4% | -6.9% | +12.4% |
| 6M | -13.6% | +12.1% | -25.6% | -14.6% |
| YTD | -4.8% | -1.8% | -3.0% | -5.0% |
| 1Y | +21.6% | +3.2% | +18.4% | +20.8% |
| 3Y | +4.5% | +45.9% | -41.5% | -1.5% |
| 5Y | -38.5% | +144.7% | -183.1% | -46.4% |
| 10Y | +102.2% | +1,222.4% | -1,120.2% | +34.5% |
| All | +102.2% | +1,198.0% | -1,095.8% | +34.5% |
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