+1,314.0%
LPLA vs BG
+202.1%
+1,111.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -4.1% |
| 7D | -2.1% | +2.4% | -4.4% | -3.0% |
| 30D | -3.3% | +15.0% | -18.4% | -8.4% |
| 3M | +23.5% | -0.7% | +24.2% | +22.9% |
| 6M | +12.0% | +7.5% | +4.5% | +7.5% |
| YTD | -1.7% | +41.6% | -43.3% | -15.2% |
| 1Y | +3.2% | +50.7% | -47.4% | -13.7% |
| 3Y | +46.2% | +20.3% | +25.9% | +30.0% |
| 5Y | +144.9% | +85.2% | +59.7% | +79.2% |
| 10Y | +1,195.1% | +160.6% | +1,034.5% | +646.2% |
| All | +1,314.0% | +202.1% | +1,111.8% | +648.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling