+56.7%
BDX vs LPLA
+1,251.7%
-1,195.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -3.2% | -1.5% | -1.6% | -3.0% |
| 30D | -2.5% | -6.0% | +3.5% | -1.9% |
| 3M | +21.4% | +24.0% | -2.6% | +18.4% |
| 6M | +10.4% | +17.0% | -6.6% | +8.2% |
| YTD | +18.8% | -0.7% | +19.5% | +18.3% |
| 1Y | +21.7% | +2.1% | +19.6% | +20.5% |
| 3Y | -10.0% | +48.7% | -58.6% | -15.9% |
| 5Y | -1.8% | +151.2% | -153.0% | -16.5% |
| All | +56.7% | +1,251.7% | -1,195.0% | +10.1% |
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 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