-31.1%
DOCN vs LPLA
+79.1%
-110.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.4% | -12.5% | -14.2% |
| 7D | -29.3% | +7.6% | -36.9% | -31.8% |
| 30D | -46.0% | -9.5% | -36.6% | -43.8% |
| 3M | -43.2% | -16.3% | -26.9% | -38.8% |
| 6M | -53.7% | -8.0% | -45.7% | -53.0% |
| YTD | +46.9% | -15.5% | +62.4% | +54.3% |
| 1Y | +54.3% | -19.4% | +73.7% | +66.4% |
| 3Y | +185.5% | +39.7% | +145.8% | +121.5% |
| 5Y | -31.1% | +83.0% | -114.1% | -63.2% |
| All | -31.1% | +79.1% | -110.2% | -63.2% |
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