+36.6%
DIS vs LPLA
+892.4%
-855.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.3% | +0.9% |
| 7D | +5.3% | +2.3% | +3.0% | +4.5% |
| 30D | +10.2% | -7.7% | +17.9% | +12.6% |
| 3M | +13.5% | -15.7% | +29.2% | +19.2% |
| 6M | +11.1% | +0.8% | +10.3% | +8.9% |
| YTD | +5.5% | -14.2% | +19.7% | +8.2% |
| 1Y | +9.1% | -17.9% | +27.0% | +13.6% |
| 3Y | +36.0% | +36.1% | -0.1% | +13.0% |
| 5Y | -29.8% | +90.3% | -120.2% | -51.5% |
| 10Y | +36.6% | +841.0% | -804.4% | -42.8% |
| All | +36.6% | +892.4% | -855.8% | -42.8% |
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 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