+15.1%
BLDR vs LPLA
+146.0%
-130.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.3% | -4.2% |
| 7D | -0.3% | -2.1% | +1.7% | +0.2% |
| 30D | -16.2% | -3.3% | -12.9% | -15.5% |
| 3M | -14.4% | +23.5% | -38.0% | -19.3% |
| 6M | -32.8% | +12.0% | -44.8% | -35.1% |
| YTD | -39.2% | -1.7% | -37.5% | -39.4% |
| 1Y | -57.7% | +3.2% | -60.9% | -58.5% |
| 3Y | -55.3% | +46.2% | -101.5% | -61.8% |
| All | +15.1% | +146.0% | -130.9% | -30.3% |
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