+27.0%
BROS vs LPLA
+156.9%
-129.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -6.7% | -3.1% | -3.6% | -5.7% |
| 30D | -29.1% | -0.1% | -29.0% | -29.1% |
| 3M | -16.7% | +23.2% | -39.9% | -23.2% |
| 6M | -11.6% | +15.5% | -27.2% | -16.8% |
| YTD | -23.9% | +0.9% | -24.8% | -25.0% |
| 1Y | -34.8% | +0.2% | -35.0% | -35.8% |
| 3Y | +62.1% | +55.2% | +6.8% | +39.1% |
| All | +27.0% | +156.9% | -129.9% | +27.1% |
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