+52.6%
DOCS vs LPLA
+36.1%
+16.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -0.8% | +4.1% | -4.9% | -1.7% |
| 30D | +17.4% | -9.0% | +26.4% | +19.7% |
| 3M | +57.4% | -17.6% | +75.0% | +64.4% |
| 6M | +26.5% | -8.8% | +35.4% | +28.5% |
| YTD | -26.6% | -17.0% | -9.6% | -24.2% |
| 1Y | -48.1% | -20.4% | -27.6% | -45.8% |
| 3Y | +52.6% | +35.4% | +17.2% | +59.9% |
| All | +52.6% | +36.1% | +16.6% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling