+177.2%
DLR vs LPLA
+1,235.7%
-1,058.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.9% | -1.5% | +4.4% | +3.1% |
| 30D | -1.2% | -6.0% | +4.8% | -0.4% |
| 3M | +2.9% | +21.4% | -18.4% | +0.3% |
| 6M | +6.7% | +12.1% | -5.4% | +4.8% |
| YTD | +23.9% | -1.8% | +25.7% | +23.4% |
| 1Y | +18.6% | +3.2% | +15.4% | +17.3% |
| 3Y | +59.7% | +45.9% | +13.7% | +50.0% |
| 5Y | +42.1% | +144.7% | -102.6% | +21.8% |
| All | +177.2% | +1,235.7% | -1,058.5% | +109.3% |
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