+64.4%
DGX vs LPLA
+142.4%
-78.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.8% |
| 7D | -3.5% | -3.7% | +0.2% | -3.3% |
| 30D | -2.7% | -6.4% | +3.7% | -2.5% |
| 3M | +13.9% | +20.2% | -6.3% | +13.1% |
| 6M | +16.0% | +12.8% | +3.2% | +15.4% |
| YTD | +34.9% | -2.5% | +37.4% | +34.7% |
| 1Y | +30.6% | +1.9% | +28.6% | +30.0% |
| 3Y | +93.0% | +45.0% | +48.0% | +86.3% |
| 5Y | +64.4% | +146.6% | -82.2% | +52.1% |
| All | +64.4% | +142.4% | -78.0% | +52.1% |
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