+738.1%
LPLA vs BB
+21.8%
+716.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | -0.9% | +1.8% | -2.8% | -1.2% |
| 30D | -9.5% | +8.1% | -17.6% | -10.7% |
| 3M | -21.9% | -1.0% | -20.9% | -22.4% |
| 6M | -2.6% | +45.9% | -48.5% | -10.1% |
| YTD | -17.8% | +134.8% | -152.6% | -29.8% |
| 1Y | -21.2% | +104.6% | -125.8% | -31.5% |
| 3Y | +30.6% | +152.8% | -122.2% | +5.6% |
| 5Y | +81.3% | -17.4% | +98.8% | +68.7% |
| All | +738.1% | +21.8% | +716.4% | +438.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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