+251.0%
DIA vs LPLA
+1,198.0%
-947.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | -2.7% | -6.0% | +3.3% | -1.0% |
| 3M | +3.3% | +21.4% | -18.1% | -2.6% |
| 6M | +10.4% | +12.1% | -1.6% | +6.0% |
| YTD | +10.0% | -1.8% | +11.8% | +9.1% |
| 1Y | +16.2% | +3.2% | +13.0% | +13.0% |
| 3Y | +58.7% | +45.9% | +12.8% | +35.0% |
| 5Y | +63.6% | +144.7% | -81.1% | +11.5% |
| 10Y | +251.0% | +1,222.4% | -971.4% | +49.9% |
| All | +251.0% | +1,198.0% | -947.0% | +49.9% |
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