+191.5%
BAH vs LPLA
+1,198.0%
-1,006.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.3% | -1.5% | +0.2% | -1.1% |
| 30D | -6.6% | -6.0% | -0.6% | -5.7% |
| 3M | -7.2% | +21.4% | -28.5% | -10.3% |
| 6M | -10.0% | +12.1% | -22.1% | -12.2% |
| YTD | -12.5% | -1.8% | -10.6% | -12.7% |
| 1Y | -27.9% | +3.2% | -31.1% | -28.8% |
| 3Y | -31.4% | +45.9% | -77.3% | -37.4% |
| 5Y | -3.2% | +144.7% | -147.9% | -21.7% |
| 10Y | +191.5% | +1,222.4% | -1,031.0% | +76.5% |
| All | +191.5% | +1,198.0% | -1,006.5% | +76.5% |
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