+142.2%
BP vs LPLA
+758.1%
-615.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.8% | -0.9% | +4.7% | +4.1% |
| 30D | -5.3% | -9.5% | +4.2% | -3.0% |
| 3M | +9.3% | -21.9% | +31.1% | +17.6% |
| 6M | +7.2% | -2.6% | +9.8% | +5.6% |
| YTD | +38.0% | -17.8% | +55.8% | +42.9% |
| 1Y | +33.2% | -21.2% | +54.4% | +40.0% |
| 3Y | +50.3% | +30.6% | +19.7% | +21.0% |
| 5Y | +114.1% | +81.3% | +32.7% | +39.9% |
| All | +142.2% | +758.1% | -615.9% | -9.4% |
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