+88.3%
DT vs LPLA
+265.0%
-176.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.6% |
| 7D | +2.7% | -2.9% | +5.6% | +3.7% |
| 30D | -30.4% | -10.2% | -20.1% | -28.2% |
| 3M | -9.4% | -22.3% | +12.9% | -2.0% |
| 6M | +14.5% | -0.6% | +15.1% | +12.7% |
| YTD | +3.6% | -17.9% | +21.5% | +7.9% |
| 1Y | -3.4% | -22.1% | +18.7% | +2.5% |
| 3Y | -11.1% | +29.3% | -40.4% | -24.8% |
| 5Y | -39.5% | +81.0% | -120.5% | -57.5% |
| All | +88.3% | +265.0% | -176.7% | -7.9% |
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