+32.0%
DRI vs LPLA
-16.5%
+48.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.5% | +4.8% |
| 7D | +6.5% | +15.7% | -9.2% | +5.7% |
| 30D | +16.4% | -6.2% | +22.6% | +16.5% |
| 3M | +13.6% | -12.0% | +25.6% | +14.4% |
| 6M | +22.0% | -2.7% | +24.7% | +22.8% |
| YTD | +29.3% | -12.5% | +41.8% | +34.3% |
| 1Y | +32.0% | -16.5% | +48.5% | +37.5% |
| All | +32.0% | -16.5% | +48.5% | +37.5% |
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