+341.8%
DUK vs LPLA
+1,273.0%
-931.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.1% | -1.5% | +1.4% | 0.0% |
| 30D | +0.2% | -6.0% | +6.2% | +0.6% |
| 3M | -1.9% | +21.4% | -23.3% | -3.3% |
| 6M | -6.5% | +12.1% | -18.6% | -7.4% |
| YTD | +5.4% | -1.8% | +7.3% | +5.2% |
| 1Y | +3.6% | +3.2% | +0.3% | +2.8% |
| 3Y | +48.1% | +45.9% | +2.2% | +41.3% |
| 5Y | +39.6% | +144.7% | -105.1% | +24.8% |
| 10Y | +131.8% | +1,222.4% | -1,090.6% | +81.0% |
| All | +341.8% | +1,273.0% | -931.2% | +225.1% |
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