-38.7%
DOCS vs LPLA
+118.2%
-156.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -0.8% | +4.1% | -4.9% | -1.8% |
| 30D | +17.4% | -9.0% | +26.4% | +19.8% |
| 3M | +57.4% | -17.6% | +75.0% | +64.9% |
| 6M | +26.5% | -8.8% | +35.4% | +28.4% |
| YTD | -26.6% | -17.0% | -9.6% | -24.1% |
| 1Y | -48.1% | -20.4% | -27.6% | -45.7% |
| 3Y | +52.6% | +35.4% | +17.2% | +36.3% |
| 5Y | -52.1% | +79.7% | -131.8% | -65.3% |
| All | -38.7% | +118.2% | -156.9% | -57.5% |
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