+251.7%
BAC vs LPLA
+892.4%
-640.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.1% | +0.6% |
| 7D | +2.0% | +2.3% | -0.3% | +0.8% |
| 30D | -6.9% | -7.7% | +0.7% | -4.2% |
| 3M | -19.6% | -15.7% | -3.9% | -13.5% |
| 6M | -0.5% | +0.8% | -1.3% | -3.1% |
| YTD | -6.6% | -14.2% | +7.6% | -2.3% |
| 1Y | -3.0% | -17.9% | +15.0% | +3.7% |
| 3Y | +97.3% | +36.1% | +61.2% | +51.3% |
| 5Y | +21.9% | +90.3% | -68.5% | -28.6% |
| 10Y | +251.7% | +841.0% | -589.3% | -15.9% |
| All | +251.7% | +892.4% | -640.8% | -15.9% |
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 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