+47.8%
DXCM vs LPLA
-18.3%
+66.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.4% |
| 7D | -4.4% | +2.3% | -6.7% | -4.7% |
| 30D | -3.6% | -7.7% | +4.1% | -2.6% |
| 3M | -4.3% | -15.7% | +11.3% | -1.8% |
| 6M | +33.8% | +0.8% | +32.9% | +34.5% |
| YTD | +22.1% | -14.2% | +36.4% | +26.3% |
| All | +47.8% | -18.3% | +66.1% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling