-35.6%
BAX vs LPLA
+824.7%
-860.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +3.6% | +3.6% | 0.0% | +3.2% |
| 30D | +8.5% | -6.8% | +15.3% | +9.2% |
| 3M | -4.9% | -17.0% | +12.2% | -2.8% |
| 6M | +47.0% | +1.8% | +45.2% | +45.8% |
| YTD | +38.4% | -13.4% | +51.8% | +39.8% |
| 1Y | +49.1% | -17.5% | +66.6% | +51.6% |
| 3Y | -14.9% | +36.5% | -51.3% | -20.6% |
| 5Y | -63.1% | +92.6% | -155.8% | -68.1% |
| 10Y | -35.6% | +809.2% | -844.8% | -54.6% |
| All | -35.6% | +824.7% | -860.3% | -54.6% |
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 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