+21.9%
BAC vs LPLA
+89.2%
-67.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.1% | +1.0% |
| 7D | +2.0% | +2.3% | -0.3% | +1.2% |
| 30D | -6.9% | -7.7% | +0.7% | -4.8% |
| 3M | -19.6% | -15.7% | -3.9% | -15.0% |
| 6M | -0.5% | +0.8% | -1.3% | -2.2% |
| YTD | -6.6% | -14.2% | +7.6% | -3.1% |
| 1Y | -3.0% | -17.9% | +15.0% | +2.3% |
| 3Y | +97.3% | +36.1% | +61.2% | +65.2% |
| 5Y | +21.9% | +90.3% | -68.5% | -20.6% |
| All | +21.9% | +89.2% | -67.3% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling