+1,350.8%
LPLA vs DVA
+412.4%
+938.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -3.1% | +1.8% | -4.9% | -3.5% |
| 30D | -0.1% | -2.5% | +2.4% | +0.5% |
| 3M | +23.2% | -4.3% | +27.5% | +23.6% |
| 6M | +15.5% | +18.9% | -3.3% | +8.2% |
| YTD | +0.9% | +61.9% | -61.1% | -14.6% |
| 1Y | +0.2% | +35.7% | -35.6% | -11.0% |
| 3Y | +55.2% | +78.6% | -23.4% | +21.6% |
| 5Y | +145.4% | +39.2% | +106.2% | +103.0% |
| 10Y | +1,229.7% | +184.0% | +1,045.6% | +688.3% |
| All | +1,350.8% | +412.4% | +938.3% | +643.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling