-31.9%
DIS vs LPLA
+78.4%
-110.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +5.2% | +4.1% | +1.1% | +4.1% |
| 30D | +11.5% | -9.0% | +20.5% | +13.8% |
| 3M | +11.5% | -17.6% | +29.2% | +16.6% |
| 6M | +8.9% | -8.8% | +17.7% | +10.3% |
| YTD | +3.4% | -17.0% | +20.4% | +6.6% |
| 1Y | +7.2% | -20.4% | +27.6% | +11.8% |
| 3Y | +43.3% | +35.4% | +7.9% | +24.3% |
| All | -31.9% | +78.4% | -110.3% | -50.6% |
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