-41.3%
DIS vs LPLA
+150.0%
-191.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.6% | -3.1% | +0.5% | -1.8% |
| 30D | +3.5% | -0.1% | +3.6% | +3.4% |
| 3M | +6.8% | +23.2% | -16.4% | +0.5% |
| 6M | +3.0% | +15.5% | -12.6% | -1.8% |
| YTD | -6.7% | +0.9% | -7.6% | -8.1% |
| 1Y | -10.1% | +0.2% | -10.2% | -11.7% |
| 3Y | +33.0% | +55.2% | -22.2% | +12.1% |
| All | -41.3% | +150.0% | -191.3% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling