-14.9%
BAX vs LPLA
+37.6%
-52.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +2.1% |
| 7D | +9.0% | +2.3% | +6.7% | +8.9% |
| 30D | +8.5% | -7.7% | +16.1% | +9.0% |
| 3M | -4.1% | -15.7% | +11.6% | -2.9% |
| 6M | +46.9% | +0.8% | +46.1% | +46.6% |
| YTD | +38.4% | -14.2% | +52.6% | +39.5% |
| 1Y | +47.0% | -17.9% | +64.9% | +48.7% |
| 3Y | -14.9% | +36.1% | -51.0% | -14.6% |
| All | -14.9% | +37.6% | -52.6% | -14.6% |
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