+1,210.9%
LPLA vs DTE
+137.8%
+1,073.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.5% |
| 7D | -1.5% | -2.6% | +1.0% | -0.3% |
| 30D | -6.0% | -4.4% | -1.6% | -4.0% |
| 3M | +24.0% | -8.3% | +32.4% | +28.7% |
| 6M | +17.0% | -8.1% | +25.1% | +20.6% |
| YTD | -0.7% | +4.4% | -5.1% | -4.4% |
| 1Y | +2.1% | +0.2% | +1.9% | +0.1% |
| 3Y | +48.7% | +42.6% | +6.1% | +16.5% |
| 5Y | +151.2% | +31.5% | +119.8% | +99.6% |
| All | +1,210.9% | +137.8% | +1,073.1% | +766.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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