+521.7%
DGX vs LPLA
+1,275.5%
-753.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | -0.3% | -2.1% | +1.8% | 0.0% |
| 30D | -1.2% | -3.3% | +2.1% | -0.7% |
| 3M | +19.9% | +23.5% | -3.6% | +15.8% |
| 6M | +19.2% | +12.0% | +7.2% | +16.6% |
| YTD | +37.5% | -1.7% | +39.2% | +36.6% |
| 1Y | +31.3% | +3.2% | +28.1% | +29.1% |
| 3Y | +96.6% | +46.2% | +50.4% | +77.9% |
| 5Y | +64.3% | +144.9% | -80.6% | +30.4% |
| 10Y | +241.1% | +1,195.1% | -954.0% | +83.7% |
| All | +521.7% | +1,275.5% | -753.8% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling