+31.0%
DIS vs LPLA
+756.7%
-725.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.1% |
| 7D | +0.9% | -2.9% | +3.7% | +1.8% |
| 30D | +8.9% | -10.2% | +19.1% | +12.3% |
| 3M | +14.5% | -22.3% | +36.9% | +23.8% |
| 6M | +12.2% | -0.6% | +12.8% | +10.5% |
| YTD | +4.7% | -17.9% | +22.7% | +9.0% |
| 1Y | +2.8% | -22.1% | +24.9% | +9.0% |
| 3Y | +38.1% | +29.3% | +8.9% | +16.7% |
| 5Y | -23.6% | +81.0% | -104.7% | -46.4% |
| All | +31.0% | +756.7% | -725.6% | -45.3% |
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