+289.9%
BNY vs LPLA
+46.5%
+243.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.5% |
| 7D | -1.3% | -1.5% | +0.2% | -0.9% |
| 30D | -0.2% | -6.0% | +5.8% | +1.6% |
| 3M | +14.9% | +24.0% | -9.1% | +8.0% |
| 6M | +40.0% | +17.0% | +23.0% | +33.0% |
| YTD | +42.0% | -0.7% | +42.6% | +41.0% |
| 1Y | +56.9% | +2.1% | +54.7% | +54.0% |
| 3Y | +289.9% | +48.7% | +241.2% | +254.2% |
| All | +289.9% | +46.5% | +243.3% | +254.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling