+388.5%
DLTR vs LPLA
+1,311.2%
-922.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +2.5% | -3.1% | +5.5% | +3.0% |
| 30D | +2.1% | -0.1% | +2.1% | +2.0% |
| 3M | +20.3% | +23.2% | -3.0% | +15.4% |
| 6M | +11.5% | +15.5% | -4.0% | +7.9% |
| YTD | +6.8% | +0.9% | +5.9% | +5.7% |
| 1Y | +31.1% | +0.2% | +30.9% | +29.5% |
| 3Y | +10.7% | +55.2% | -44.5% | -1.3% |
| 5Y | +41.6% | +145.4% | -103.8% | +12.0% |
| 10Y | +58.1% | +1,229.7% | -1,171.5% | -9.9% |
| All | +388.5% | +1,311.2% | -922.8% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling