+25.3%
BAX vs LPLA
+1,311.2%
-1,286.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.1% | -3.1% | +1.9% | -0.7% |
| 30D | -5.5% | -0.1% | -5.4% | -5.5% |
| 3M | +33.5% | +23.2% | +10.3% | +29.5% |
| 6M | +35.9% | +15.5% | +20.3% | +32.6% |
| YTD | +35.4% | +0.9% | +34.5% | +34.4% |
| 1Y | +9.8% | +0.2% | +9.6% | +8.7% |
| 3Y | -32.7% | +55.2% | -88.0% | -38.4% |
| 5Y | -65.6% | +145.4% | -211.0% | -71.3% |
| 10Y | -34.9% | +1,229.7% | -1,264.6% | -60.1% |
| All | +25.3% | +1,311.2% | -1,286.0% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling