-11.0%
BA vs LPLA
-21.0%
+10.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.8% |
| 7D | +1.1% | +4.1% | -3.1% | +0.5% |
| 30D | -7.9% | -9.0% | +1.1% | -7.0% |
| 3M | -25.3% | -17.6% | -7.7% | -23.7% |
| 6M | -24.6% | -8.8% | -15.8% | -23.4% |
| YTD | -20.1% | -17.0% | -3.1% | -17.7% |
| All | -11.0% | -21.0% | +10.0% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling