+92.1%
DOCU vs LPLA
+36.1%
+56.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | -5.5% | +4.1% | -9.7% | -6.5% |
| 30D | +12.6% | -9.0% | +21.7% | +14.7% |
| 3M | +36.4% | -17.6% | +54.0% | +42.3% |
| 6M | +66.8% | -8.8% | +75.6% | +68.9% |
| YTD | +13.5% | -17.0% | +30.5% | +16.8% |
| 1Y | +11.3% | -20.4% | +31.7% | +16.0% |
| 3Y | +92.1% | +35.4% | +56.6% | +90.0% |
| All | +92.1% | +36.1% | +56.0% | +90.0% |
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 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