-40.8%
BMNR vs LPLA
+0.7%
-41.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.4% |
| 7D | +4.9% | -3.1% | +8.0% | +7.2% |
| 30D | +35.5% | -0.1% | +35.6% | +35.1% |
| 3M | +39.6% | +23.2% | +16.4% | +19.2% |
| 6M | +18.2% | +15.5% | +2.7% | +4.5% |
| YTD | -8.0% | +0.9% | -8.9% | -5.5% |
| 1Y | -40.8% | +0.2% | -41.0% | -36.4% |
| All | -40.8% | +0.7% | -41.5% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling