+23.8%
BTDR vs LPLA
+163.3%
-139.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.0% |
| 7D | +20.0% | -3.1% | +23.0% | +21.3% |
| 30D | +11.9% | -0.1% | +12.0% | +11.6% |
| 3M | -36.9% | +23.2% | -60.2% | -41.9% |
| 6M | +56.5% | +15.5% | +41.0% | +47.1% |
| YTD | +10.4% | +0.9% | +9.5% | +9.7% |
| 1Y | +3.1% | +0.2% | +2.9% | +2.3% |
| 3Y | -2.6% | +55.2% | -57.8% | -4.0% |
| 5Y | +25.2% | +145.4% | -120.3% | +24.4% |
| All | +23.8% | +163.3% | -139.5% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling