+468.7%
BTSG vs LPLA
+46.4%
+422.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.6% |
| 7D | +5.7% | -2.1% | +7.8% | +6.2% |
| 30D | +0.2% | -3.3% | +3.6% | +0.8% |
| 3M | +5.6% | +23.5% | -17.9% | -0.5% |
| 6M | +50.8% | +12.0% | +38.8% | +44.7% |
| YTD | +67.0% | -1.7% | +68.7% | +65.8% |
| 1Y | +145.5% | +3.2% | +142.3% | +138.8% |
| All | +468.7% | +46.4% | +422.3% | +396.4% |
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