-0.1%
BAX vs LPLA
+3.3%
-3.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -5.1% | -1.5% | -3.5% | -5.0% |
| 30D | -12.2% | -6.0% | -6.2% | -11.7% |
| 3M | +21.8% | +21.4% | +0.4% | +20.5% |
| 6M | +36.3% | +12.1% | +24.2% | +35.2% |
| YTD | +27.8% | -1.8% | +29.7% | +27.3% |
| 1Y | -0.1% | +3.2% | -3.3% | -0.9% |
| All | -0.1% | +3.3% | -3.4% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling