-3.8%
BROS vs LPLA
+120.6%
-124.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 3M | -31.2% | -17.0% | -14.2% | -27.2% |
| 6M | -33.0% | +1.8% | -34.9% | -34.7% |
| YTD | -42.4% | -13.4% | -29.0% | -40.5% |
| 1Y | -37.7% | -17.5% | -20.2% | -34.7% |
| 3Y | +28.2% | +36.5% | -8.3% | +14.3% |
| 5Y | -43.4% | +92.6% | -136.0% | -56.5% |
| All | -3.8% | +120.6% | -124.4% | +0.7% |
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