+484.0%
BLDR vs LPLA
+758.1%
-274.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -3.0% | -0.9% | -2.0% | -2.5% |
| 30D | +20.1% | -9.5% | +29.6% | +25.5% |
| 3M | -17.5% | -21.9% | +4.4% | -7.8% |
| 6M | -16.1% | -2.6% | -13.5% | -16.9% |
| YTD | -41.0% | -17.8% | -23.2% | -37.2% |
| 1Y | -41.6% | -21.2% | -20.4% | -36.6% |
| 3Y | -50.8% | +30.6% | -81.4% | -62.7% |
| 5Y | -10.8% | +81.3% | -92.1% | -49.8% |
| All | +484.0% | +758.1% | -274.0% | +33.5% |
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 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