+6.9%
DVN vs LPLA
+1,273.0%
-1,266.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.1% | -1.5% | +1.4% | +0.7% |
| 30D | +8.0% | -6.0% | +14.0% | +11.2% |
| 3M | +11.9% | +21.4% | -9.4% | +0.1% |
| 6M | +10.6% | +12.1% | -1.4% | +1.8% |
| YTD | +35.4% | -1.8% | +37.2% | +31.8% |
| 1Y | +46.5% | +3.2% | +43.3% | +37.4% |
| 3Y | +3.0% | +45.9% | -43.0% | -24.0% |
| 5Y | +120.5% | +144.7% | -24.1% | +13.5% |
| 10Y | +62.5% | +1,222.4% | -1,160.0% | -60.9% |
| All | +6.9% | +1,273.0% | -1,266.2% | -77.0% |
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 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