+29.0%
LPLA vs BAM
+86.2%
-57.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | +4.1% | +9.7% | -5.6% | +0.1% |
| 30D | -9.0% | +19.0% | -28.0% | -15.6% |
| 3M | -17.6% | +0.6% | -18.2% | -18.1% |
| 6M | -8.8% | +11.1% | -19.9% | -13.5% |
| YTD | -17.0% | +4.2% | -21.2% | -19.4% |
| 1Y | -20.4% | +3.3% | -23.7% | -22.5% |
| 3Y | +35.4% | +88.8% | -53.3% | +8.1% |
| All | +29.0% | +86.2% | -57.2% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling