+133.9%
BP vs LPLA
+1,198.0%
-1,064.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +4.0% | -1.5% | +5.5% | +4.5% |
| 30D | +7.8% | -6.0% | +13.8% | +10.1% |
| 3M | +8.4% | +21.4% | -13.0% | +0.1% |
| 6M | +15.1% | +12.1% | +3.0% | +8.5% |
| YTD | +36.4% | -1.8% | +38.3% | +34.4% |
| 1Y | +40.9% | +3.2% | +37.7% | +35.1% |
| 3Y | +38.8% | +45.9% | -7.1% | +10.0% |
| 5Y | +141.1% | +144.7% | -3.6% | +43.1% |
| 10Y | +133.9% | +1,222.4% | -1,088.5% | -15.3% |
| All | +133.9% | +1,198.0% | -1,064.1% | -15.3% |
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