-18.3%
LPLA vs BAM
+5.0%
-23.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.3% |
| 7D | +2.3% | +5.3% | -3.0% | -0.1% |
| 30D | -7.7% | +18.1% | -25.8% | -14.4% |
| 3M | -15.7% | +4.2% | -19.9% | -17.6% |
| 6M | +0.8% | +11.1% | -10.2% | -4.9% |
| YTD | -14.2% | +6.6% | -20.8% | -17.8% |
| All | -18.3% | +5.0% | -23.3% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling