+2,857.1%
DXCM vs LPLA
+1,311.2%
+1,545.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.2% | -3.1% | -0.2% | -2.3% |
| 30D | +6.3% | -0.1% | +6.4% | +6.4% |
| 3M | +21.1% | +23.2% | -2.1% | +13.3% |
| 6M | +20.6% | +15.5% | +5.0% | +14.4% |
| YTD | +32.4% | +0.9% | +31.6% | +30.4% |
| 1Y | +8.8% | +0.2% | +8.7% | +6.2% |
| 3Y | -13.7% | +55.2% | -69.0% | -28.1% |
| 5Y | -35.2% | +145.4% | -180.6% | -55.2% |
| 10Y | +281.8% | +1,229.7% | -947.9% | +32.5% |
| All | +2,857.1% | +1,311.2% | +1,545.9% | +763.4% |
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 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