+25.3%
BIL vs LPLA
+1,099.8%
-1,074.5%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | 0.0% |
| 7D | +0.1% | +2.3% | -2.2% | +0.1% |
| 30D | 0.0% | -7.7% | +7.6% | 0.0% |
| 3M | +0.6% | -15.7% | +16.3% | +0.6% |
| 6M | +1.5% | +0.8% | +0.7% | +1.5% |
| YTD | +2.8% | -14.2% | +17.0% | +2.8% |
| 1Y | +3.3% | -17.9% | +21.2% | +3.3% |
| 3Y | +13.4% | +36.1% | -22.7% | +13.4% |
| 5Y | +19.8% | +90.3% | -70.5% | +19.8% |
| 10Y | +25.6% | +841.0% | -815.3% | +25.6% |
| All | +25.3% | +1,099.8% | -1,074.5% | +25.3% |
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