-37.4%
DOCS vs LPLA
+122.2%
-159.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.4% |
| 7D | -1.3% | +7.6% | -9.0% | -3.2% |
| 30D | +19.4% | -9.5% | +28.9% | +22.1% |
| 3M | +53.4% | -16.3% | +69.7% | +60.1% |
| 6M | +28.8% | -8.0% | +36.7% | +30.3% |
| YTD | -25.1% | -15.5% | -9.5% | -22.9% |
| 1Y | -48.1% | -19.4% | -28.8% | -46.0% |
| 3Y | +51.4% | +39.7% | +11.7% | +34.0% |
| 5Y | -51.1% | +83.0% | -134.1% | -64.8% |
| All | -37.4% | +122.2% | -159.6% | -56.8% |
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