+87.8%
DT vs LPLA
+265.6%
-177.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.1% | -0.9% | +4.1% | +3.4% |
| 30D | -29.5% | -9.5% | -20.0% | -27.6% |
| 3M | -11.7% | -21.9% | +10.1% | -4.7% |
| 6M | +29.0% | -2.6% | +31.6% | +28.0% |
| YTD | +3.4% | -17.8% | +21.2% | +7.6% |
| 1Y | -4.2% | -21.2% | +16.9% | +1.2% |
| 3Y | -12.8% | +30.6% | -43.5% | -26.6% |
| 5Y | -39.6% | +81.3% | -120.9% | -57.6% |
| All | +87.8% | +265.6% | -177.7% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling