+1,930.3%
BX vs LPLA
+1,049.8%
+880.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 6M | +2.5% | -2.6% | +5.1% | +2.4% |
| YTD | -18.8% | -17.8% | -1.0% | -13.6% |
| 1Y | -10.3% | -21.2% | +10.9% | -3.0% |
| 3Y | +35.4% | +30.6% | +4.8% | +15.3% |
| 5Y | +0.3% | +81.3% | -81.1% | -27.7% |
| 10Y | +668.4% | +773.9% | -105.6% | +185.2% |
| All | +1,930.3% | +1,049.8% | +880.6% | +457.9% |
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