+628.7%
BSX vs LPLA
+1,311.2%
-682.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +2.0% | -3.1% | +5.1% | +2.8% |
| 30D | +0.1% | -0.1% | +0.2% | +0.1% |
| 3M | -2.1% | +23.2% | -25.4% | -7.7% |
| 6M | -33.8% | +15.5% | -49.3% | -36.7% |
| YTD | -49.9% | +0.9% | -50.8% | -50.7% |
| 1Y | -55.4% | +0.2% | -55.6% | -56.4% |
| 3Y | -10.9% | +55.2% | -66.1% | -24.7% |
| 5Y | +6.4% | +145.4% | -139.0% | -24.5% |
| 10Y | +97.0% | +1,229.7% | -1,132.6% | -15.3% |
| All | +628.7% | +1,311.2% | -682.6% | +172.6% |
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