+223.1%
BMNR vs LPLA
-6.3%
+229.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.6% | -0.4% |
| 7D | +0.2% | -1.5% | +1.8% | +3.4% |
| 30D | +39.9% | -6.0% | +45.9% | +57.3% |
| 3M | +51.5% | +24.0% | +27.5% | -14.3% |
| 6M | +18.9% | +17.0% | +1.9% | -34.2% |
| YTD | -7.8% | -0.7% | -7.1% | -26.9% |
| 1Y | -47.6% | +2.1% | -49.7% | -74.3% |
| All | +223.1% | -6.3% | +229.4% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling