+1,195.1%
LPLA vs DAR
+367.0%
+828.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.5% | -3.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | -3.3% | +13.0% | -16.3% | -8.1% |
| 3M | +23.5% | +15.0% | +8.5% | +16.1% |
| 6M | +12.0% | +26.8% | -14.8% | +0.5% |
| YTD | -1.7% | +86.4% | -88.1% | -24.3% |
| 1Y | +3.2% | +115.1% | -111.9% | -25.8% |
| 3Y | +46.2% | +14.6% | +31.6% | +28.1% |
| 5Y | +144.9% | -8.8% | +153.7% | +126.8% |
| 10Y | +1,195.1% | +356.5% | +838.5% | +413.7% |
| All | +1,195.1% | +367.0% | +828.1% | +413.7% |
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