-10.3%
BX vs LPLA
-21.6%
+11.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | +14.2% | -9.5% | +23.7% | +18.2% |
| 3M | -18.7% | -21.9% | +3.1% | -10.2% |
| 6M | +2.5% | -2.6% | +5.1% | +2.3% |
| YTD | -18.8% | -17.8% | -1.0% | -14.5% |
| 1Y | -10.3% | -21.2% | +10.9% | -4.1% |
| All | -10.3% | -21.6% | +11.3% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling