+39.7%
DLR vs LPLA
+88.0%
-48.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.4% |
| 7D | -2.0% | -3.2% | +1.1% | -1.7% |
| 30D | +0.5% | -8.6% | +9.2% | +1.3% |
| 3M | -4.4% | -18.7% | +14.3% | -2.6% |
| 6M | -6.4% | +4.5% | -11.0% | -7.2% |
| YTD | +19.5% | -15.3% | +34.8% | +20.9% |
| 1Y | +10.5% | -19.9% | +30.4% | +12.5% |
| 3Y | +54.0% | +33.4% | +20.6% | +49.2% |
| 5Y | +39.7% | +87.4% | -47.7% | +27.9% |
| All | +39.7% | +88.0% | -48.2% | +27.9% |
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