+27.7%
BAX vs LPLA
+1,084.6%
-1,056.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -0.6% | -3.2% | +2.6% | -0.2% |
| 30D | +6.3% | -8.6% | +14.9% | +7.3% |
| 3M | -4.6% | -18.7% | +14.1% | -2.2% |
| 6M | +50.4% | +4.5% | +45.8% | +48.5% |
| YTD | +38.0% | -15.3% | +53.3% | +39.9% |
| 1Y | +44.6% | -19.9% | +64.5% | +47.6% |
| 3Y | -15.1% | +33.4% | -48.5% | -20.9% |
| 5Y | -63.3% | +87.4% | -150.7% | -68.2% |
| 10Y | -34.4% | +800.4% | -834.8% | -57.4% |
| All | +27.7% | +1,084.6% | -1,056.9% | -27.6% |
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 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