+256.9%
BN vs LPLA
+1,226.8%
-969.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | -5.9% | -3.7% | -2.2% | -4.4% |
| 30D | -15.1% | -6.4% | -8.7% | -12.8% |
| 3M | -14.6% | +20.2% | -34.8% | -20.9% |
| 6M | -8.4% | +12.8% | -21.3% | -13.6% |
| YTD | -16.8% | -2.5% | -14.3% | -17.2% |
| 1Y | -14.4% | +1.9% | -16.3% | -16.8% |
| 3Y | +70.1% | +45.0% | +25.1% | +39.1% |
| 5Y | +33.5% | +146.6% | -113.1% | -17.9% |
| All | +256.9% | +1,226.8% | -969.9% | +34.1% |
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