+171.8%
DLR vs LPLA
+1,226.8%
-1,055.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -1.3% | -3.7% | +2.4% | -0.8% |
| 30D | -2.9% | -6.4% | +3.5% | -2.1% |
| 3M | +3.2% | +20.2% | -17.0% | +0.8% |
| 6M | +3.9% | +12.8% | -9.0% | +2.0% |
| YTD | +21.4% | -2.5% | +23.9% | +21.1% |
| 1Y | +9.7% | +1.9% | +7.7% | +8.6% |
| 3Y | +56.5% | +45.0% | +11.6% | +47.2% |
| 5Y | +41.5% | +146.6% | -105.1% | +21.2% |
| All | +171.8% | +1,226.8% | -1,055.0% | +105.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling