+551.1%
DIA vs LPLA
+1,111.7%
-560.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +0.9% | +3.6% | -2.7% | 0.0% |
| 30D | +1.1% | -6.8% | +7.9% | +2.4% |
| 3M | -2.9% | -17.0% | +14.1% | +1.1% |
| 6M | +5.9% | +1.8% | +4.1% | +4.2% |
| YTD | +9.8% | -13.4% | +23.2% | +11.8% |
| 1Y | +11.7% | -17.5% | +29.2% | +15.2% |
| 3Y | +59.5% | +36.5% | +23.1% | +40.0% |
| 5Y | +57.5% | +92.6% | -35.1% | +21.4% |
| 10Y | +235.9% | +809.2% | -573.3% | +68.3% |
| All | +551.1% | +1,111.7% | -560.6% | +181.0% |
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