+146.6%
LPLA vs DVA
+40.8%
+105.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | -6.4% | +1.7% | -8.0% | -6.5% |
| 3M | +20.2% | -8.7% | +28.8% | +20.9% |
| 6M | +12.8% | +19.7% | -6.8% | +9.9% |
| YTD | -2.5% | +59.6% | -62.1% | -9.2% |
| 1Y | +1.9% | +37.1% | -35.2% | -3.2% |
| 3Y | +45.0% | +89.8% | -44.8% | +29.7% |
| 5Y | +146.6% | +47.4% | +99.2% | +159.2% |
| All | +146.6% | +40.8% | +105.8% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling