+1,080.0%
LPLA vs BB
-83.8%
+1,163.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.7% |
| 7D | -2.9% | +9.0% | -11.8% | -3.9% |
| 30D | -10.2% | +7.7% | -17.9% | -11.3% |
| 3M | -22.3% | +4.0% | -26.3% | -23.3% |
| 6M | -0.6% | +46.6% | -47.2% | -7.4% |
| YTD | -17.9% | +140.6% | -158.6% | -28.9% |
| 1Y | -22.1% | +103.1% | -125.2% | -31.1% |
| 3Y | +29.3% | +150.5% | -121.3% | +7.3% |
| 5Y | +81.0% | -15.4% | +96.4% | +68.2% |
| 10Y | +772.5% | +25.4% | +747.1% | +545.1% |
| All | +1,080.0% | -83.8% | +1,163.8% | +816.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling