+1,350.8%
LPLA vs DAR
+450.1%
+900.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | -3.1% | +1.4% | -4.4% | -3.6% |
| 30D | -0.1% | +12.8% | -12.9% | -4.5% |
| 3M | +23.2% | +7.4% | +15.9% | +19.3% |
| 6M | +15.5% | +22.3% | -6.7% | +6.2% |
| YTD | +0.9% | +81.1% | -80.2% | -19.4% |
| 1Y | +0.2% | +106.5% | -106.3% | -24.5% |
| 3Y | +55.2% | +5.3% | +49.9% | +41.4% |
| 5Y | +145.4% | -11.5% | +157.0% | +130.7% |
| 10Y | +1,229.7% | +353.3% | +876.3% | +550.0% |
| All | +1,350.8% | +450.1% | +900.6% | +569.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling