+294.1%
BDX vs LPLA
+1,275.5%
-981.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.5% | -2.7% |
| 7D | -4.3% | -2.1% | -2.2% | -4.0% |
| 30D | +1.3% | -3.3% | +4.6% | +1.7% |
| 3M | +20.2% | +23.5% | -3.3% | +16.9% |
| 6M | +8.6% | +12.0% | -3.4% | +6.7% |
| YTD | +19.0% | -1.7% | +20.6% | +18.5% |
| 1Y | +21.2% | +3.2% | +18.0% | +19.7% |
| 3Y | -9.7% | +46.2% | -55.9% | -16.2% |
| 5Y | -3.4% | +144.9% | -148.3% | -18.6% |
| 10Y | +53.9% | +1,195.1% | -1,141.2% | -4.4% |
| All | +294.1% | +1,275.5% | -981.4% | +126.0% |
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