+152.4%
DKNG vs LPLA
+315.6%
-163.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.5% | +3.5% |
| 7D | +3.0% | -1.5% | +4.6% | +3.8% |
| 30D | -3.0% | -6.0% | +3.0% | -0.3% |
| 3M | -17.6% | +24.0% | -41.6% | -25.8% |
| 6M | -3.2% | +17.0% | -20.2% | -11.3% |
| YTD | -28.2% | -0.7% | -27.5% | -29.6% |
| 1Y | -46.1% | +2.1% | -48.2% | -48.0% |
| 3Y | -22.2% | +48.7% | -70.9% | -38.9% |
| 5Y | -60.4% | +151.2% | -211.6% | -75.7% |
| All | +152.4% | +315.6% | -163.1% | +17.2% |
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 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