+28.2%
BROS vs LPLA
+37.2%
-9.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.3% |
| 7D | -19.0% | +3.6% | -22.7% | -19.7% |
| 30D | -7.3% | -6.8% | -0.5% | -5.4% |
| 3M | -31.2% | -17.0% | -14.2% | -26.9% |
| 6M | -33.0% | +1.8% | -34.9% | -34.8% |
| YTD | -42.4% | -13.4% | -29.0% | -40.2% |
| 1Y | -37.7% | -17.5% | -20.2% | -34.1% |
| 3Y | +28.2% | +36.5% | -8.3% | +27.9% |
| All | +28.2% | +37.2% | -9.0% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling