-69.4%
BTDR vs LPLA
-16.5%
-52.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.6% | -10.3% | -6.8% |
| 7D | -17.6% | +15.7% | -33.3% | -21.2% |
| 30D | -40.3% | -6.2% | -34.1% | -38.8% |
| 3M | -42.6% | -12.0% | -30.6% | -40.0% |
| 6M | -46.3% | -2.7% | -43.6% | -46.3% |
| YTD | -41.7% | -12.5% | -29.2% | -34.8% |
| 1Y | -69.4% | -16.5% | -52.9% | -64.8% |
| All | -69.4% | -16.5% | -52.9% | -64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling