+24.9%
BIL vs LPLA
+1,311.2%
-1,286.4%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | -3.1% | +3.2% | +0.1% |
| 30D | +0.3% | -0.1% | +0.4% | +0.3% |
| 3M | +0.9% | +23.2% | -22.3% | +0.9% |
| 6M | +1.8% | +15.5% | -13.7% | +1.8% |
| YTD | +2.4% | +0.9% | +1.6% | +2.4% |
| 1Y | +3.7% | +0.2% | +3.6% | +3.7% |
| 3Y | +14.2% | +55.2% | -41.1% | +14.2% |
| 5Y | +19.4% | +145.4% | -126.0% | +19.4% |
| 10Y | +25.2% | +1,229.7% | -1,204.4% | +25.2% |
| All | +24.9% | +1,311.2% | -1,286.4% | +24.9% |
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 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