+19.4%
BRO vs LPLA
+147.5%
-128.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -7.3% | -1.5% | -5.8% | -7.1% |
| 30D | -6.9% | -6.0% | -0.8% | -5.9% |
| 3M | +10.7% | +24.0% | -13.4% | +6.4% |
| 6M | -2.7% | +17.0% | -19.7% | -5.7% |
| YTD | -16.3% | -0.7% | -15.7% | -16.8% |
| 1Y | -29.1% | +2.1% | -31.2% | -30.1% |
| 3Y | -7.8% | +48.7% | -56.5% | -18.5% |
| All | +19.4% | +147.5% | -128.1% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling