+16.5%
BTDR vs LPLA
+142.4%
-125.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.3% |
| 7D | -3.2% | -3.7% | +0.5% | -2.0% |
| 30D | +32.7% | -6.4% | +39.1% | +35.4% |
| 3M | -28.4% | +20.2% | -48.6% | -33.5% |
| 6M | +51.7% | +12.8% | +38.9% | +43.5% |
| YTD | +2.9% | -2.5% | +5.4% | +3.3% |
| 1Y | -15.5% | +1.9% | -17.4% | -16.3% |
| 3Y | 0.0% | +45.0% | -45.0% | -0.6% |
| 5Y | +16.5% | +146.6% | -130.2% | +15.9% |
| All | +16.5% | +142.4% | -125.9% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling