-15.3%
DXCM vs LPLA
+29.4%
-44.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +4.9% | -0.9% | +5.9% | +5.1% |
| 30D | -0.2% | -9.5% | +9.3% | +1.7% |
| 3M | -8.9% | -21.9% | +13.0% | -4.3% |
| 6M | +42.3% | -2.6% | +44.9% | +42.4% |
| YTD | +25.6% | -17.8% | +43.4% | +30.0% |
| 1Y | +39.5% | -21.2% | +60.7% | +45.9% |
| 3Y | -15.3% | +30.6% | -45.9% | -19.4% |
| All | -15.3% | +29.4% | -44.6% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling