+707.7%
BE vs LPLA
+353.5%
+354.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -1.7% |
| 7D | +20.5% | -2.8% | +23.3% | +22.6% |
| 30D | -23.4% | -10.2% | -13.2% | -19.6% |
| 3M | -14.9% | -22.3% | +7.4% | -2.8% |
| 6M | -28.1% | -0.5% | -27.6% | -31.1% |
| YTD | +132.4% | -17.9% | +150.3% | +148.8% |
| 1Y | +59.4% | -22.0% | +81.4% | +78.5% |
| 3Y | +1,815.8% | +29.4% | +1,786.4% | +1,295.4% |
| 5Y | +491.3% | +81.2% | +410.1% | +202.4% |
| All | +707.7% | +353.5% | +354.3% | +61.1% |
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