+31.9%
DIS vs LPLA
+758.1%
-726.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | +9.2% | -9.5% | +18.7% | +12.3% |
| 3M | +13.5% | -21.9% | +35.4% | +22.4% |
| 6M | +14.3% | -2.6% | +16.9% | +13.4% |
| YTD | +5.4% | -17.8% | +23.2% | +9.6% |
| 1Y | +12.2% | -21.2% | +33.3% | +18.3% |
| 3Y | +37.2% | +30.6% | +6.6% | +15.5% |
| 5Y | -23.1% | +81.3% | -104.5% | -46.0% |
| All | +31.9% | +758.1% | -726.2% | -45.0% |
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 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