+23.3%
BA vs LPLA
+758.1%
-734.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -0.7% |
| 30D | -7.1% | -9.5% | +2.4% | -3.5% |
| 3M | -25.5% | -21.9% | -3.7% | -17.0% |
| 6M | -28.7% | -2.6% | -26.1% | -29.6% |
| YTD | -21.0% | -17.8% | -3.2% | -16.5% |
| 1Y | -11.9% | -21.2% | +9.3% | -5.0% |
| 3Y | -16.2% | +30.6% | -46.8% | -36.3% |
| 5Y | -22.4% | +81.3% | -103.7% | -55.8% |
| All | +23.3% | +758.1% | -734.7% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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