+46.0%
DGX vs LPLA
-16.5%
+62.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.2% | +3.6% |
| 7D | +4.1% | +15.7% | -11.6% | +4.5% |
| 30D | +10.5% | -6.2% | +16.7% | +10.2% |
| 3M | +9.8% | -12.0% | +21.8% | +9.0% |
| 6M | +34.6% | -2.7% | +37.3% | +34.8% |
| YTD | +49.8% | -12.5% | +62.4% | +44.5% |
| 1Y | +46.0% | -16.5% | +62.6% | +40.6% |
| All | +46.0% | -16.5% | +62.5% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling