+120.2%
BKR vs LPLA
+1,251.7%
-1,131.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -1.5% |
| 7D | -7.0% | -1.5% | -5.4% | -6.3% |
| 30D | -8.1% | -6.0% | -2.1% | -5.6% |
| 3M | -6.6% | +24.0% | -30.7% | -16.4% |
| 6M | +0.9% | +17.0% | -16.1% | -8.0% |
| YTD | +31.1% | -0.7% | +31.8% | +28.1% |
| 1Y | +27.7% | +2.1% | +25.6% | +22.0% |
| 3Y | +71.2% | +48.7% | +22.5% | +29.7% |
| 5Y | +177.6% | +151.2% | +26.4% | +45.1% |
| All | +120.2% | +1,251.7% | -1,131.5% | -40.0% |
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