-41.5%
BROS vs LPLA
-23.1%
-18.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -3.1% |
| 7D | -2.5% | -2.8% | +0.3% | -1.9% |
| 30D | -11.2% | -10.2% | -1.1% | -9.6% |
| 3M | -33.9% | -22.3% | -11.7% | -30.6% |
| 6M | -33.5% | -0.5% | -33.0% | -34.3% |
| YTD | -44.9% | -17.9% | -27.1% | -41.1% |
| 1Y | -41.5% | -22.0% | -19.5% | -36.0% |
| All | -41.5% | -23.1% | -18.4% | -36.0% |
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 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