+19.7%
BROS vs LPLA
+153.0%
-133.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.4% |
| 7D | -5.8% | -1.5% | -4.2% | -5.2% |
| 30D | -14.0% | -6.0% | -8.0% | -12.1% |
| 3M | -32.5% | +24.0% | -56.5% | -37.9% |
| 6M | -14.9% | +17.0% | -31.9% | -20.4% |
| YTD | -28.3% | -0.7% | -27.6% | -28.9% |
| 1Y | -34.0% | +2.1% | -36.1% | -35.5% |
| 3Y | +63.0% | +48.7% | +14.3% | +41.8% |
| All | +19.7% | +153.0% | -133.3% | +20.4% |
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