+600.4%
BAC vs LPLA
+1,311.2%
-710.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.1% | -3.1% | +4.2% | +2.6% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | +16.9% | +23.2% | -6.3% | +5.1% |
| 6M | +26.6% | +15.5% | +11.1% | +16.6% |
| YTD | +15.8% | +0.9% | +14.9% | +13.2% |
| 1Y | +27.2% | +0.2% | +27.0% | +23.6% |
| 3Y | +132.4% | +55.2% | +77.2% | +74.2% |
| 5Y | +72.6% | +145.4% | -72.9% | -3.2% |
| 10Y | +389.7% | +1,229.7% | -839.9% | +19.4% |
| All | +600.4% | +1,311.2% | -710.9% | +35.7% |
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 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