+3.1%
BTDR vs LPLA
+0.7%
+2.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.1% |
| 7D | +20.0% | -3.1% | +23.0% | +21.7% |
| 30D | +11.9% | -0.1% | +12.0% | +11.3% |
| 3M | -36.9% | +23.2% | -60.2% | -44.3% |
| 6M | +56.5% | +15.5% | +41.0% | +43.0% |
| YTD | +10.4% | +0.9% | +9.5% | +14.4% |
| 1Y | +3.1% | +0.2% | +2.9% | +2.5% |
| All | +3.1% | +0.7% | +2.4% | +2.5% |
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