+231.8%
DIS vs LPLA
+1,311.2%
-1,079.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.6% | -3.1% | +0.5% | -1.7% |
| 30D | +3.5% | -0.1% | +3.6% | +3.4% |
| 3M | +6.8% | +23.2% | -16.4% | -0.4% |
| 6M | +3.0% | +15.5% | -12.6% | -2.6% |
| YTD | -6.7% | +0.9% | -7.6% | -8.5% |
| 1Y | -10.1% | +0.2% | -10.2% | -12.2% |
| 3Y | +33.0% | +55.2% | -22.2% | +10.0% |
| 5Y | -40.0% | +145.4% | -185.4% | -58.9% |
| 10Y | +21.1% | +1,229.7% | -1,208.6% | -51.1% |
| All | +231.8% | +1,311.2% | -1,079.4% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling