+12.5%
DKS vs LPLA
+145.5%
-133.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.9% | -1.5% | -1.3% | -2.4% |
| 30D | -37.7% | -6.0% | -31.7% | -36.4% |
| 3M | -38.9% | +21.4% | -60.3% | -42.7% |
| 6M | -31.1% | +12.1% | -43.2% | -34.0% |
| YTD | -31.8% | -1.8% | -30.0% | -32.1% |
| 1Y | -38.0% | +3.2% | -41.3% | -39.7% |
| 3Y | +28.6% | +45.9% | -17.3% | +8.9% |
| 5Y | +12.5% | +144.7% | -132.1% | -25.4% |
| All | +12.5% | +145.5% | -133.0% | -25.4% |
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 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