+1,093.9%
DHR vs LPLA
+1,311.2%
-217.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.9% | -3.1% | -0.8% | -3.3% |
| 30D | +4.0% | -0.1% | +4.1% | +4.0% |
| 3M | +11.5% | +23.2% | -11.7% | +6.9% |
| 6M | +1.9% | +15.5% | -13.7% | -1.3% |
| YTD | -8.9% | +0.9% | -9.8% | -9.8% |
| 1Y | +5.1% | +0.2% | +4.9% | +3.8% |
| 3Y | -10.3% | +55.2% | -65.5% | -20.1% |
| 5Y | -27.8% | +145.4% | -173.2% | -42.8% |
| 10Y | +203.6% | +1,229.7% | -1,026.0% | +62.6% |
| All | +1,093.9% | +1,311.2% | -217.4% | +466.5% |
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