+1,314.0%
LPLA vs DTE
+521.8%
+792.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | -2.1% | +0.9% | -3.0% | -2.5% |
| 30D | -3.3% | -1.9% | -1.5% | -2.6% |
| 3M | +23.5% | -3.3% | +26.9% | +24.9% |
| 6M | +12.0% | -7.1% | +19.1% | +14.8% |
| YTD | -1.7% | +8.1% | -9.8% | -6.4% |
| 1Y | +3.2% | +5.3% | -2.0% | -0.8% |
| 3Y | +46.2% | +48.2% | -2.0% | +15.9% |
| 5Y | +144.9% | +33.2% | +111.7% | +100.1% |
| 10Y | +1,195.1% | +137.5% | +1,057.6% | +686.9% |
| All | +1,314.0% | +521.8% | +792.1% | +389.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling