+770.0%
BN vs LPLA
+1,099.8%
-329.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.5% | +2.7% |
| 7D | +3.6% | +2.3% | +1.3% | +2.9% |
| 30D | +15.9% | -7.7% | +23.5% | +18.4% |
| 3M | -2.3% | -15.7% | +13.4% | +2.7% |
| 6M | -8.4% | +0.8% | -9.3% | -9.9% |
| YTD | -5.9% | -14.2% | +8.4% | -2.8% |
| 1Y | -5.6% | -17.9% | +12.3% | -1.1% |
| 3Y | +104.2% | +36.1% | +68.1% | +75.4% |
| 5Y | +35.5% | +90.3% | -54.8% | +0.1% |
| 10Y | +285.2% | +841.0% | -555.7% | +73.1% |
| All | +770.0% | +1,099.8% | -329.8% | +229.4% |
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