-5.3%
BRO vs LPLA
-16.5%
+11.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.6% | -0.2% | +3.8% |
| 7D | +12.4% | +15.7% | -3.3% | +10.2% |
| 30D | +21.6% | -6.2% | +27.8% | +22.0% |
| 3M | +4.3% | -12.0% | +16.3% | +5.2% |
| 6M | +29.2% | -2.7% | +31.9% | +29.3% |
| YTD | -6.4% | -12.5% | +6.2% | -5.8% |
| 1Y | -5.3% | -16.5% | +11.2% | -5.2% |
| All | -5.3% | -16.5% | +11.2% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling