+30.9%
BMY vs LPLA
+80.3%
-49.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.1% | -0.9% | +3.0% | +2.1% |
| 30D | +7.0% | -9.5% | +16.5% | +7.3% |
| 3M | -0.9% | -21.9% | +21.0% | -0.1% |
| 6M | +14.9% | -2.6% | +17.6% | +15.0% |
| YTD | +22.8% | -17.8% | +40.6% | +23.4% |
| 1Y | +36.2% | -21.2% | +57.4% | +37.0% |
| 3Y | +45.7% | +30.6% | +15.1% | +43.0% |
| All | +30.9% | +80.3% | -49.5% | +24.4% |
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 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