-8.1%
BROS vs LPLA
+109.2%
-117.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -2.7% |
| 7D | -2.5% | -2.8% | +0.3% | -1.5% |
| 30D | -11.2% | -10.2% | -1.1% | -8.4% |
| 3M | -33.9% | -22.3% | -11.7% | -28.5% |
| 6M | -33.5% | -0.5% | -33.0% | -34.7% |
| YTD | -44.9% | -17.9% | -27.1% | -42.1% |
| 1Y | -41.5% | -22.0% | -19.5% | -37.4% |
| 3Y | +22.4% | +29.4% | -7.0% | +11.1% |
| 5Y | -45.7% | +81.2% | -126.9% | -58.0% |
| All | -8.1% | +109.2% | -117.3% | -2.0% |
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