-33.4%
DG vs LPLA
+87.4%
-120.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -3.0% | -3.2% | +0.2% | -2.8% |
| 30D | +8.6% | -8.6% | +17.2% | +8.9% |
| 3M | +15.0% | -18.7% | +33.7% | +15.8% |
| 6M | +32.7% | +4.5% | +28.1% | +32.2% |
| YTD | +5.5% | -15.3% | +20.8% | +6.0% |
| 1Y | +34.6% | -19.9% | +54.5% | +35.4% |
| 3Y | +24.2% | +33.4% | -9.2% | +19.4% |
| All | -33.4% | +87.4% | -120.8% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling