+552.0%
DIA vs LPLA
+1,047.9%
-495.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.4% |
| 7D | +1.6% | -2.9% | +4.5% | +2.3% |
| 30D | +1.2% | -10.2% | +11.5% | +3.5% |
| 3M | -2.4% | -22.3% | +19.9% | +3.3% |
| 6M | +5.7% | -0.6% | +6.2% | +4.6% |
| YTD | +9.9% | -17.9% | +27.9% | +13.5% |
| 1Y | +9.8% | -22.1% | +31.9% | +14.8% |
| 3Y | +59.8% | +29.3% | +30.5% | +42.1% |
| 5Y | +57.7% | +81.0% | -23.4% | +23.4% |
| 10Y | +235.8% | +772.5% | -536.7% | +70.1% |
| All | +552.0% | +1,047.9% | -495.9% | +185.2% |
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