+48.5%
BTDR vs LPLA
+29.4%
+19.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.7% | -8.7% |
| 7D | -6.9% | -0.9% | -6.0% | -6.3% |
| 30D | -31.5% | -9.5% | -22.0% | -28.6% |
| 3M | -36.1% | -21.9% | -14.2% | -27.2% |
| 6M | -57.6% | -2.6% | -55.0% | -59.4% |
| YTD | -50.0% | -17.8% | -32.2% | -45.3% |
| 1Y | -49.6% | -21.2% | -28.4% | -43.2% |
| 3Y | +48.5% | +30.6% | +17.9% | +81.5% |
| All | +48.5% | +29.4% | +19.2% | +81.5% |
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 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