-9.5%
DUOL vs LPLA
+147.5%
-157.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.8% |
| 7D | -7.0% | -1.5% | -5.4% | -6.4% |
| 30D | +6.7% | -6.0% | +12.7% | +9.4% |
| 3M | +16.0% | +24.0% | -8.0% | +5.5% |
| 6M | +45.4% | +17.0% | +28.4% | +34.1% |
| YTD | -18.1% | -0.7% | -17.5% | -19.4% |
| 1Y | -53.6% | +2.1% | -55.7% | -54.9% |
| 3Y | -11.0% | +48.7% | -59.7% | -26.8% |
| All | -9.5% | +147.5% | -157.0% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling