+1,210.9%
LPLA vs BG
+166.7%
+1,044.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.6% |
| 7D | -1.5% | +3.1% | -4.7% | -2.8% |
| 30D | -6.0% | +10.2% | -16.2% | -9.9% |
| 3M | +24.0% | -1.7% | +25.7% | +23.8% |
| 6M | +17.0% | +1.0% | +16.0% | +14.8% |
| YTD | -0.7% | +39.9% | -40.6% | -15.2% |
| 1Y | +2.1% | +53.2% | -51.1% | -16.8% |
| 3Y | +48.7% | +16.3% | +32.4% | +32.8% |
| 5Y | +151.2% | +83.9% | +67.4% | +75.4% |
| All | +1,210.9% | +166.7% | +1,044.2% | +561.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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