-21.2%
BSX vs LPLA
+46.5%
-67.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -10.1% | -1.5% | -8.5% | -9.9% |
| 30D | -16.4% | -6.0% | -10.4% | -15.7% |
| 3M | -8.9% | +24.0% | -32.9% | -11.7% |
| 6M | -38.3% | +17.0% | -55.3% | -39.8% |
| YTD | -54.9% | -0.7% | -54.3% | -55.3% |
| 1Y | -58.8% | +2.1% | -60.9% | -59.5% |
| 3Y | -21.2% | +48.7% | -69.9% | -24.0% |
| All | -21.2% | +46.5% | -67.8% | -24.0% |
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 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