+251.5%
BBY vs LPLA
+1,273.0%
-1,021.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +1.2% | -1.5% | +2.7% | +1.7% |
| 30D | +6.8% | -6.0% | +12.8% | +8.6% |
| 3M | +18.7% | +21.4% | -2.6% | +11.3% |
| 6M | +37.3% | +12.1% | +25.2% | +30.9% |
| YTD | +35.3% | -1.8% | +37.1% | +33.8% |
| 1Y | +20.7% | +3.2% | +17.5% | +16.9% |
| 3Y | +39.4% | +45.9% | -6.5% | +18.0% |
| 5Y | -1.5% | +144.7% | -146.1% | -31.9% |
| 10Y | +239.8% | +1,222.4% | -982.6% | +39.9% |
| All | +251.5% | +1,273.0% | -1,021.5% | +35.1% |
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