+373.3%
DXCM vs LPLA
+757.5%
-384.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.1% |
| 7D | -3.6% | -2.8% | -0.9% | -2.9% |
| 30D | -4.3% | -10.2% | +5.8% | -1.9% |
| 3M | -10.4% | -22.3% | +11.9% | -4.6% |
| 6M | +33.1% | -0.5% | +33.6% | +31.9% |
| YTD | +22.6% | -17.9% | +40.5% | +27.2% |
| 1Y | +36.5% | -22.0% | +58.6% | +43.6% |
| 3Y | -13.5% | +29.4% | -42.9% | -23.0% |
| 5Y | -49.6% | +81.2% | -130.9% | -60.7% |
| All | +373.3% | +757.5% | -384.2% | +140.2% |
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 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