+70.8%
DRI vs LPLA
+37.6%
+33.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +1.1% |
| 7D | +3.1% | +2.3% | +0.8% | +2.8% |
| 30D | +16.2% | -7.7% | +23.9% | +17.2% |
| 3M | +8.4% | -15.7% | +24.1% | +10.6% |
| 6M | +19.0% | +0.8% | +18.2% | +18.1% |
| YTD | +28.8% | -14.2% | +43.1% | +31.1% |
| 1Y | +33.1% | -17.9% | +51.1% | +36.4% |
| 3Y | +70.8% | +36.1% | +34.7% | +63.2% |
| All | +70.8% | +37.6% | +33.2% | +63.2% |
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