+79.2%
LPLA vs BG
+21.9%
+57.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -0.9% | +2.6% | -3.5% | -1.6% |
| 30D | -9.5% | -6.7% | -2.8% | -7.9% |
| 3M | -21.9% | -9.3% | -12.6% | -20.2% |
| 6M | -2.6% | -18.3% | +15.7% | +2.0% |
| YTD | -17.8% | +16.2% | -34.0% | -23.4% |
| 1Y | -21.2% | +7.6% | -28.8% | -24.8% |
| 3Y | +30.6% | +6.6% | +24.1% | +22.3% |
| All | +79.2% | +21.9% | +57.3% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling