+151.3%
BP vs LPLA
+1,060.6%
-909.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -11.6% | +4.1% | -15.8% | -13.0% |
| 30D | 0.0% | -9.0% | +9.1% | +2.1% |
| 3M | +6.7% | -17.6% | +24.4% | +12.1% |
| 6M | +2.2% | -8.8% | +11.0% | +3.1% |
| YTD | +33.0% | -17.0% | +50.0% | +36.9% |
| 1Y | +30.7% | -20.4% | +51.1% | +36.3% |
| 3Y | +44.2% | +35.4% | +8.8% | +19.6% |
| 5Y | +105.1% | +79.7% | +25.4% | +47.9% |
| 10Y | +133.5% | +915.0% | -781.4% | -4.0% |
| All | +151.3% | +1,060.6% | -909.3% | -12.5% |
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