-29.9%
BAX vs LPLA
+54.7%
-84.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.1% | -3.1% | +1.9% | -0.9% |
| 30D | -5.5% | -0.1% | -5.4% | -5.5% |
| 3M | +33.5% | +23.2% | +10.3% | +31.0% |
| 6M | +35.9% | +15.5% | +20.3% | +33.9% |
| YTD | +35.4% | +0.9% | +34.5% | +34.8% |
| 1Y | +9.8% | +0.2% | +9.6% | +9.2% |
| All | -29.9% | +54.7% | -84.7% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling