-33.1%
BAX vs LPLA
+758.1%
-791.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +4.1% | -9.5% | +13.6% | +5.2% |
| 3M | -4.5% | -21.9% | +17.3% | -1.7% |
| 6M | +49.2% | -2.6% | +51.9% | +48.9% |
| YTD | +35.2% | -17.8% | +53.1% | +37.6% |
| 1Y | +38.3% | -21.2% | +59.5% | +41.4% |
| 3Y | -19.0% | +30.6% | -49.7% | -24.2% |
| 5Y | -64.2% | +81.3% | -145.5% | -68.9% |
| All | -33.1% | +758.1% | -791.2% | -53.5% |
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