+50.5%
DRAM vs LPLA
+7.8%
+42.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.4% | +3.0% | +7.2% |
| 7D | -9.8% | +2.3% | -12.1% | -9.1% |
| 30D | -26.9% | -7.7% | -19.3% | -27.6% |
| 3M | -17.4% | -15.7% | -1.7% | -20.4% |
| 6M | -20.9% | +0.8% | -21.7% | -17.3% |
| All | +50.5% | +7.8% | +42.7% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling