+30.4%
DGX vs LPLA
+3.8%
+26.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.7% |
| 7D | -0.9% | -1.5% | +0.7% | -1.0% |
| 30D | -1.2% | -6.0% | +4.8% | -1.4% |
| 3M | +15.8% | +24.0% | -8.3% | +16.6% |
| 6M | +18.2% | +17.0% | +1.2% | +19.1% |
| YTD | +37.2% | -0.7% | +37.9% | +35.4% |
| 1Y | +30.4% | +2.1% | +28.2% | +29.4% |
| All | +30.4% | +3.8% | +26.6% | +29.4% |
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