+203.8%
DHR vs LPLA
+1,251.7%
-1,047.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -3.6% | -1.5% | -2.1% | -3.4% |
| 30D | -2.7% | -6.0% | +3.3% | -1.7% |
| 3M | +10.9% | +24.0% | -13.1% | +6.3% |
| 6M | +3.0% | +17.0% | -14.0% | -0.3% |
| YTD | -12.2% | -0.7% | -11.5% | -12.8% |
| 1Y | +3.3% | +2.1% | +1.2% | +1.8% |
| 3Y | -8.2% | +48.7% | -56.9% | -17.4% |
| 5Y | -29.9% | +151.2% | -181.1% | -44.7% |
| All | +203.8% | +1,251.7% | -1,047.9% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling