-4.8%
DLR vs LPLA
+1.6%
-6.3%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.5% |
| 7D | +5.0% | -2.9% | +7.9% | +5.2% |
| 30D | +3.0% | -10.2% | +13.2% | +3.6% |
| 3M | -6.3% | -22.3% | +16.1% | -5.2% |
| 6M | -4.8% | -0.6% | -4.2% | -2.3% |
| All | -4.8% | +1.6% | -6.3% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling