+1,350.8%
LPLA vs DOC
+57.8%
+1,293.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -3.1% | -1.5% | -1.6% | -2.6% |
| 30D | -0.1% | -4.8% | +4.7% | +1.4% |
| 3M | +23.2% | +6.9% | +16.3% | +20.1% |
| 6M | +15.5% | +20.7% | -5.2% | +7.1% |
| YTD | +0.9% | +34.1% | -33.3% | -10.2% |
| 1Y | +0.2% | +22.6% | -22.5% | -8.3% |
| 3Y | +55.2% | +20.8% | +34.4% | +38.9% |
| 5Y | +145.4% | -24.9% | +170.3% | +161.0% |
| 10Y | +1,229.7% | -1.8% | +1,231.5% | +1,114.3% |
| All | +1,350.8% | +57.8% | +1,293.0% | +995.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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