+70.5%
DOCN vs LPLA
+121.8%
-51.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.3% |
| 7D | -19.2% | +4.1% | -23.3% | -20.7% |
| 30D | -43.1% | -9.0% | -34.0% | -41.0% |
| 3M | -40.7% | -17.6% | -23.1% | -36.0% |
| 6M | -55.0% | -8.8% | -46.1% | -54.2% |
| YTD | +50.6% | -17.0% | +67.7% | +59.0% |
| 1Y | +54.0% | -20.4% | +74.4% | +66.0% |
| 3Y | +203.9% | +35.4% | +168.5% | +148.9% |
| 5Y | -29.4% | +79.7% | -109.1% | -54.1% |
| All | +70.5% | +121.8% | -51.2% | +17.0% |
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