+1,242.1%
DHR vs LPLA
+1,049.8%
+192.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | +3.7% | -9.5% | +13.2% | +5.2% |
| 3M | +14.5% | -21.9% | +36.4% | +19.1% |
| 6M | +40.9% | -2.6% | +43.5% | +40.3% |
| YTD | +2.4% | -17.8% | +20.2% | +4.8% |
| 1Y | +6.1% | -21.2% | +27.3% | +9.4% |
| 3Y | +21.0% | +30.6% | -9.6% | +10.7% |
| 5Y | -11.4% | +81.3% | -92.8% | -26.0% |
| 10Y | +241.8% | +773.9% | -532.1% | +97.9% |
| All | +1,242.1% | +1,049.8% | +192.3% | +557.8% |
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