+46.9%
LPLA vs DVA
+91.2%
-44.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -1.5% | +2.0% | -3.6% | -1.7% |
| 30D | -6.0% | -0.4% | -5.6% | -6.0% |
| 3M | +21.4% | -7.7% | +29.0% | +21.6% |
| 6M | +12.1% | +20.0% | -7.9% | +10.3% |
| YTD | -1.8% | +61.1% | -62.9% | -6.9% |
| 1Y | +3.2% | +33.9% | -30.7% | -0.3% |
| All | +46.9% | +91.2% | -44.2% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling