+547.4%
BTSG vs LPLA
+22.4%
+525.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +6.0% | -0.9% | +7.0% | +6.3% |
| 30D | +12.4% | -9.5% | +21.9% | +14.3% |
| 3M | +18.2% | -21.9% | +40.1% | +23.8% |
| 6M | +26.0% | -2.6% | +28.7% | +24.4% |
| YTD | +90.1% | -17.8% | +108.0% | +94.9% |
| 1Y | +124.3% | -21.2% | +145.5% | +132.7% |
| All | +547.4% | +22.4% | +525.0% | +483.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling