+1,222.4%
LPLA vs BB
+2.1%
+1,220.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -1.5% | +1.8% | -3.4% | -1.8% |
| 30D | -6.0% | -12.2% | +6.3% | -4.4% |
| 3M | +21.4% | -12.3% | +33.7% | +22.0% |
| 6M | +12.1% | +122.7% | -110.6% | -3.2% |
| YTD | -1.8% | +104.5% | -106.3% | -14.1% |
| 1Y | +3.2% | +106.7% | -103.5% | -10.3% |
| 3Y | +45.9% | +70.0% | -24.0% | +25.4% |
| 5Y | +144.7% | -27.8% | +172.4% | +132.3% |
| 10Y | +1,222.4% | +2.4% | +1,220.1% | +759.2% |
| All | +1,222.4% | +2.1% | +1,220.3% | +759.2% |
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