+115.6%
DT vs LPLA
+333.7%
-218.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | -2.5% | -3.7% | +1.1% | -1.2% |
| 30D | +3.5% | -6.4% | +9.9% | +6.0% |
| 3M | +26.7% | +20.2% | +6.5% | +18.3% |
| 6M | +36.1% | +12.8% | +23.3% | +28.8% |
| YTD | +18.6% | -2.5% | +21.1% | +17.6% |
| 1Y | +7.9% | +1.9% | +5.9% | +4.7% |
| 3Y | +8.6% | +45.0% | -36.4% | -10.6% |
| 5Y | -26.7% | +146.6% | -173.3% | -53.7% |
| All | +115.6% | +333.7% | -218.1% | +0.4% |
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