+2.1%
LPLA vs DVA
+36.3%
-34.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.5% | -1.3% | -0.2% | -1.5% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | +24.0% | -10.9% | +35.0% | +23.9% |
| 6M | +17.0% | +17.3% | -0.3% | +16.9% |
| YTD | -0.7% | +59.8% | -60.5% | -5.5% |
| 1Y | +2.1% | +36.3% | -34.1% | -0.8% |
| All | +2.1% | +36.3% | -34.2% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling