+16.0%
BX vs LPLA
+142.4%
-126.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | -8.9% | -3.7% | -5.3% | -7.4% |
| 30D | -14.8% | -6.4% | -8.4% | -12.4% |
| 3M | +6.9% | +20.2% | -13.3% | -1.4% |
| 6M | +16.3% | +12.8% | +3.4% | +9.7% |
| YTD | -16.1% | -2.5% | -13.6% | -16.1% |
| 1Y | -26.8% | +1.9% | -28.7% | -28.7% |
| 3Y | +22.4% | +45.0% | -22.5% | +0.5% |
| 5Y | +16.0% | +146.6% | -130.6% | -38.1% |
| All | +16.0% | +142.4% | -126.4% | -38.1% |
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 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