+128.9%
DPZ vs LPLA
+921.0%
-792.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.7% |
| 7D | +9.5% | +7.6% | +1.9% | +8.5% |
| 30D | +12.8% | -9.5% | +22.3% | +14.1% |
| 3M | -6.2% | -16.3% | +10.1% | -4.3% |
| 6M | +4.3% | -8.0% | +12.2% | +4.9% |
| YTD | -16.6% | -15.5% | -1.1% | -15.5% |
| 1Y | -12.8% | -19.4% | +6.5% | -11.2% |
| 3Y | -0.8% | +39.7% | -40.5% | -7.4% |
| 5Y | -25.8% | +83.0% | -108.8% | -34.3% |
| All | +128.9% | +921.0% | -792.2% | +71.8% |
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