+2,178.2%
BX vs LPLA
+1,311.2%
+866.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.4% | -3.1% | -1.3% | -3.1% |
| 30D | +0.1% | -0.1% | +0.2% | +0.1% |
| 3M | +16.0% | +23.2% | -7.2% | +6.3% |
| 6M | +21.6% | +15.5% | +6.1% | +14.0% |
| YTD | -8.9% | +0.9% | -9.8% | -10.1% |
| 1Y | -16.6% | +0.2% | -16.8% | -18.1% |
| 3Y | +43.3% | +55.2% | -11.9% | +14.7% |
| 5Y | +25.7% | +145.4% | -119.7% | -19.3% |
| 10Y | +689.5% | +1,229.7% | -540.2% | +150.5% |
| All | +2,178.2% | +1,311.2% | +866.9% | +480.4% |
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