+1,350.8%
LPLA vs BB
-86.3%
+1,437.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.1% | -5.6% | +2.6% | -2.4% |
| 30D | -0.1% | -11.8% | +11.7% | +1.3% |
| 3M | +23.2% | -25.5% | +48.8% | +26.4% |
| 6M | +15.5% | +121.3% | -105.7% | +1.7% |
| YTD | +0.9% | +103.2% | -102.3% | -10.2% |
| 1Y | +0.2% | +102.6% | -102.5% | -11.2% |
| 3Y | +55.2% | +37.5% | +17.7% | +39.3% |
| 5Y | +145.4% | -30.4% | +175.9% | +134.2% |
| 10Y | +1,229.7% | 0.0% | +1,229.7% | +914.8% |
| All | +1,350.8% | -86.3% | +1,437.1% | +1,057.4% |
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