+737.9%
BE vs LPLA
+367.5%
+370.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -2.2% | +15.2% | +14.4% |
| 7D | +4.5% | -3.2% | +7.7% | +6.9% |
| 30D | -20.1% | -8.6% | -11.5% | -17.1% |
| 3M | -0.8% | -18.7% | +17.9% | +10.1% |
| 6M | -26.2% | +4.5% | -30.8% | -31.6% |
| YTD | +141.1% | -15.3% | +156.4% | +153.2% |
| 1Y | +64.8% | -19.9% | +84.7% | +81.5% |
| 3Y | +1,887.4% | +33.4% | +1,854.0% | +1,320.0% |
| 5Y | +518.1% | +87.4% | +430.7% | +209.3% |
| All | +737.9% | +367.5% | +370.4% | +63.9% |
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