+883.7%
BAH vs LPLA
+1,311.2%
-427.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -3.2% | -3.1% | -0.2% | -2.7% |
| 30D | +2.0% | -0.1% | +2.1% | +2.0% |
| 3M | -7.6% | +23.2% | -30.9% | -11.0% |
| 6M | -5.7% | +15.5% | -21.2% | -8.5% |
| YTD | -11.7% | +0.9% | -12.6% | -12.4% |
| 1Y | -27.4% | +0.2% | -27.5% | -28.0% |
| 3Y | -32.5% | +55.2% | -87.8% | -39.3% |
| 5Y | -3.3% | +145.4% | -148.8% | -22.0% |
| 10Y | +186.0% | +1,229.7% | -1,043.7% | +60.3% |
| All | +883.7% | +1,311.2% | -427.6% | +417.6% |
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 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