+84.2%
DOCN vs LPLA
+129.2%
-45.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.4% | +4.7% | +6.5% |
| 7D | -12.8% | +2.3% | -15.1% | -13.6% |
| 30D | -41.9% | -7.7% | -34.2% | -40.2% |
| 3M | -36.9% | -15.7% | -21.2% | -32.6% |
| 6M | -52.2% | +0.8% | -53.1% | -53.6% |
| YTD | +62.7% | -14.2% | +76.9% | +69.3% |
| 1Y | +58.2% | -17.9% | +76.2% | +68.4% |
| 3Y | +219.5% | +36.1% | +183.4% | +161.7% |
| 5Y | -32.9% | +90.3% | -123.2% | -56.9% |
| All | +84.2% | +129.2% | -45.0% | +24.6% |
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