+267.9%
DIS vs LPLA
+1,060.6%
-792.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +5.2% | +4.1% | +1.1% | +3.9% |
| 30D | +11.5% | -9.0% | +20.5% | +14.2% |
| 3M | +11.5% | -17.6% | +29.2% | +17.4% |
| 6M | +8.9% | -8.8% | +17.7% | +10.4% |
| YTD | +3.4% | -17.0% | +20.4% | +6.9% |
| 1Y | +7.2% | -20.4% | +27.6% | +12.2% |
| 3Y | +43.3% | +35.4% | +7.9% | +22.6% |
| 5Y | -31.4% | +79.7% | -111.2% | -48.4% |
| 10Y | +37.1% | +915.0% | -877.9% | -40.4% |
| All | +267.9% | +1,060.6% | -792.7% | +40.6% |
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 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