+585.6%
BRO vs LPLA
+1,263.8%
-678.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -8.6% | -3.7% | -4.9% | -7.8% |
| 30D | -6.9% | -6.4% | -0.6% | -5.5% |
| 3M | +10.5% | +20.2% | -9.7% | +5.6% |
| 6M | -2.8% | +12.8% | -15.6% | -6.0% |
| YTD | -16.1% | -2.5% | -13.6% | -16.6% |
| 1Y | -27.6% | +1.9% | -29.5% | -29.1% |
| 3Y | -7.3% | +45.0% | -52.3% | -19.0% |
| 5Y | +19.0% | +146.6% | -127.6% | -12.0% |
| 10Y | +292.7% | +1,213.6% | -920.9% | +87.6% |
| All | +585.6% | +1,263.8% | -678.2% | +188.5% |
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