+1,210.9%
LPLA vs DVA
+187.8%
+1,023.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | +24.0% | -10.9% | +35.0% | +26.3% |
| 6M | +17.0% | +17.3% | -0.3% | +11.1% |
| YTD | -0.7% | +59.8% | -60.5% | -13.6% |
| 1Y | +2.1% | +36.3% | -34.1% | -7.7% |
| 3Y | +48.7% | +88.6% | -39.9% | +18.7% |
| 5Y | +151.2% | +47.5% | +103.7% | +110.8% |
| All | +1,210.9% | +187.8% | +1,023.1% | +762.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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