+196.8%
DKS vs LPLA
+1,251.7%
-1,054.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.7% |
| 7D | -3.0% | -1.5% | -1.4% | -2.3% |
| 30D | -33.4% | -6.0% | -27.4% | -31.6% |
| 3M | -39.4% | +24.0% | -63.4% | -44.7% |
| 6M | -30.1% | +17.0% | -47.1% | -35.1% |
| YTD | -31.0% | -0.7% | -30.3% | -32.0% |
| 1Y | -40.2% | +2.1% | -42.3% | -42.1% |
| 3Y | +30.9% | +48.7% | -17.7% | +3.7% |
| 5Y | +14.0% | +151.2% | -137.2% | -32.7% |
| All | +196.8% | +1,251.7% | -1,054.9% | -12.4% |
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