+126.6%
BHP vs LPLA
+145.5%
-18.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.9% | -1.5% | +2.4% | +1.2% |
| 30D | +4.0% | -6.0% | +10.0% | +5.3% |
| 3M | +11.3% | +21.4% | -10.1% | +6.4% |
| 6M | +29.3% | +12.1% | +17.2% | +25.4% |
| YTD | +59.2% | -1.8% | +61.1% | +58.3% |
| 1Y | +80.8% | +3.2% | +77.6% | +77.3% |
| 3Y | +88.0% | +45.9% | +42.0% | +64.8% |
| 5Y | +126.6% | +144.7% | -18.0% | +60.2% |
| All | +126.6% | +145.5% | -18.9% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling