-15.2%
BTDR vs LPLA
+3.8%
-19.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.9% | +2.8% |
| 7D | -3.4% | -1.5% | -1.8% | -2.7% |
| 30D | +32.6% | -6.0% | +38.6% | +36.3% |
| 3M | -32.2% | +24.0% | -56.3% | -41.0% |
| 6M | +52.4% | +17.0% | +35.4% | +36.1% |
| YTD | +6.7% | -0.7% | +7.4% | +11.8% |
| 1Y | -15.2% | +2.1% | -17.4% | -18.3% |
| All | -15.2% | +3.8% | -19.0% | -18.3% |
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