+290.2%
BN vs LPLA
+758.1%
-467.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -1.0% | -0.9% | -0.1% | -0.6% |
| 30D | +14.0% | -9.5% | +23.5% | +17.8% |
| 3M | -9.0% | -21.9% | +12.9% | -0.5% |
| 6M | -8.8% | -2.6% | -6.2% | -9.4% |
| YTD | -10.3% | -17.8% | +7.5% | -5.3% |
| 1Y | -5.8% | -21.2% | +15.4% | +1.0% |
| 3Y | +94.8% | +30.6% | +64.1% | +63.2% |
| 5Y | +31.5% | +81.3% | -49.9% | -10.1% |
| All | +290.2% | +758.1% | -467.8% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling