+212.3%
BAH vs LPLA
+824.7%
-612.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +0.5% | +3.6% | -3.2% | -0.2% |
| 30D | +18.2% | -6.8% | +25.0% | +19.3% |
| 3M | +13.1% | -17.0% | +30.1% | +16.2% |
| 6M | +15.2% | +1.8% | +13.4% | +14.1% |
| YTD | +6.0% | -13.4% | +19.4% | +7.6% |
| 1Y | +3.1% | -17.5% | +20.6% | +5.5% |
| 3Y | -26.2% | +36.5% | -62.7% | -32.2% |
| 5Y | +9.3% | +92.6% | -83.3% | -7.9% |
| 10Y | +212.3% | +809.2% | -596.9% | +98.3% |
| All | +212.3% | +824.7% | -612.5% | +98.3% |
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