+1,210.9%
LPLA vs BTG
+159.3%
+1,051.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | -1.5% | -3.8% | +2.2% | -1.5% |
| 30D | -6.0% | +3.6% | -9.6% | -6.1% |
| 3M | +24.0% | +32.0% | -8.0% | +23.4% |
| 6M | +17.0% | +3.4% | +13.6% | +16.8% |
| YTD | -0.7% | +20.8% | -21.5% | -1.2% |
| 1Y | +2.1% | +22.4% | -20.3% | +1.4% |
| 3Y | +48.7% | +91.7% | -43.0% | +45.9% |
| 5Y | +151.2% | +79.0% | +72.2% | +146.5% |
| All | +1,210.9% | +159.3% | +1,051.6% | +1,306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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