+1,314.0%
LPLA vs BR
+977.0%
+337.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -1.2% |
| 7D | -2.1% | -5.9% | +3.9% | +1.2% |
| 30D | -3.3% | +1.9% | -5.2% | -4.5% |
| 3M | +23.5% | +14.7% | +8.9% | +13.5% |
| 6M | +12.0% | -12.8% | +24.8% | +19.2% |
| YTD | -1.7% | -23.0% | +21.4% | +11.8% |
| 1Y | +3.2% | -31.7% | +34.9% | +25.4% |
| 3Y | +46.2% | -4.8% | +51.0% | +44.0% |
| 5Y | +144.9% | +7.8% | +137.1% | +116.6% |
| 10Y | +1,195.1% | +184.1% | +1,011.0% | +527.1% |
| All | +1,314.0% | +977.0% | +337.0% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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