+376.5%
BLDR vs LPLA
+1,251.7%
-875.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.5% |
| 7D | -8.2% | -1.5% | -6.7% | -7.5% |
| 30D | -16.6% | -6.0% | -10.6% | -14.1% |
| 3M | -23.2% | +24.0% | -47.2% | -31.5% |
| 6M | -33.7% | +17.0% | -50.7% | -39.6% |
| YTD | -41.3% | -0.7% | -40.7% | -42.5% |
| 1Y | -58.8% | +2.1% | -60.9% | -60.5% |
| 3Y | -57.5% | +48.7% | -106.1% | -69.1% |
| 5Y | +12.9% | +151.2% | -138.3% | -46.0% |
| All | +376.5% | +1,251.7% | -875.2% | +1.2% |
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