+234.3%
BA vs LPLA
+1,081.7%
-847.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.1% |
| 7D | -0.1% | +7.6% | -7.7% | -3.2% |
| 30D | -9.1% | -9.5% | +0.4% | -6.0% |
| 3M | -28.2% | -16.3% | -11.8% | -23.4% |
| 6M | -23.1% | -8.0% | -15.1% | -22.0% |
| YTD | -20.6% | -15.5% | -5.0% | -17.4% |
| 1Y | -12.7% | -19.4% | +6.7% | -7.7% |
| 3Y | -11.6% | +39.7% | -51.3% | -30.4% |
| 5Y | -23.1% | +83.0% | -106.2% | -49.2% |
| 10Y | +34.4% | +933.4% | -899.1% | -53.5% |
| All | +234.3% | +1,081.7% | -847.5% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling