-7.6%
BLDR vs LPLA
+88.0%
-95.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | -10.3% | -3.2% | -7.1% | -9.5% |
| 30D | +19.6% | -8.6% | +28.2% | +22.0% |
| 3M | -17.0% | -18.7% | +1.7% | -12.9% |
| 6M | -16.7% | +4.5% | -21.3% | -18.6% |
| YTD | -39.4% | -15.3% | -24.1% | -37.5% |
| 1Y | -41.7% | -19.9% | -21.8% | -39.0% |
| 3Y | -49.9% | +33.4% | -83.3% | -56.6% |
| 5Y | -7.6% | +87.4% | -95.0% | -37.7% |
| All | -7.6% | +88.0% | -95.5% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling