+1,210.9%
LPLA vs BNS
+188.9%
+1,022.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.3% |
| 7D | -1.5% | -0.4% | -1.2% | -1.2% |
| 30D | -6.0% | +3.5% | -9.5% | -9.1% |
| 3M | +24.0% | +14.1% | +10.0% | +10.3% |
| 6M | +17.0% | +33.8% | -16.8% | -9.7% |
| YTD | -0.7% | +29.5% | -30.1% | -21.4% |
| 1Y | +2.1% | +48.4% | -46.3% | -28.6% |
| 3Y | +48.7% | +129.6% | -80.9% | -32.1% |
| 5Y | +151.2% | +96.1% | +55.2% | +31.6% |
| All | +1,210.9% | +188.9% | +1,022.0% | +399.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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