+302.3%
BN vs LPLA
+797.0%
-494.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | +0.1% |
| 7D | -2.4% | -3.2% | +0.8% | -1.1% |
| 30D | +13.5% | -8.6% | +22.2% | +16.9% |
| 3M | -5.9% | -18.7% | +12.7% | +1.2% |
| 6M | -8.9% | +4.5% | -13.5% | -12.1% |
| YTD | -7.9% | -15.3% | +7.4% | -4.0% |
| 1Y | -8.3% | -19.9% | +11.6% | -2.3% |
| 3Y | +100.8% | +33.4% | +67.4% | +66.9% |
| 5Y | +38.2% | +87.4% | -49.2% | -6.6% |
| 10Y | +302.3% | +800.4% | -498.1% | +53.4% |
| All | +302.3% | +797.0% | -494.7% | +53.4% |
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 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