+246.5%
BBY vs LPLA
+1,251.7%
-1,005.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.4% |
| 7D | +0.6% | -1.5% | +2.1% | +1.1% |
| 30D | +9.4% | -6.0% | +15.4% | +11.5% |
| 3M | +19.3% | +24.0% | -4.7% | +10.2% |
| 6M | +47.9% | +17.0% | +30.9% | +38.1% |
| YTD | +39.6% | -0.7% | +40.2% | +37.3% |
| 1Y | +22.2% | +2.1% | +20.1% | +18.3% |
| 3Y | +45.0% | +48.7% | -3.7% | +18.6% |
| 5Y | +2.6% | +151.2% | -148.7% | -35.1% |
| All | +246.5% | +1,251.7% | -1,005.1% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling