+176.2%
BHP vs LPLA
+1,311.2%
-1,135.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.9% | -3.1% | +0.2% | -1.9% |
| 30D | +3.4% | -0.1% | +3.5% | +3.3% |
| 3M | +4.1% | +23.2% | -19.2% | -3.4% |
| 6M | +20.6% | +15.5% | +5.0% | +13.6% |
| YTD | +56.1% | +0.9% | +55.2% | +52.9% |
| 1Y | +69.6% | +0.2% | +69.4% | +65.6% |
| 3Y | +78.8% | +55.2% | +23.6% | +43.1% |
| 5Y | +113.1% | +145.4% | -32.4% | +36.5% |
| 10Y | +505.9% | +1,229.7% | -723.8% | +101.6% |
| All | +176.2% | +1,311.2% | -1,135.0% | -23.5% |
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