+738.1%
LPLA vs DAR
+311.7%
+426.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.4% |
| 7D | -0.9% | +11.6% | -12.5% | -5.0% |
| 30D | -9.5% | -10.2% | +0.7% | -6.2% |
| 3M | -21.9% | -14.8% | -7.0% | -17.8% |
| 6M | -2.6% | -10.1% | +7.5% | -0.3% |
| YTD | -17.8% | +55.5% | -73.3% | -32.7% |
| 1Y | -21.2% | +61.7% | -82.9% | -36.6% |
| 3Y | +30.6% | +37.2% | -6.5% | +3.2% |
| 5Y | +81.3% | -26.9% | +108.3% | +83.6% |
| All | +738.1% | +311.7% | +426.5% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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