+737.6%
LPLA vs BWA
+94.6%
+643.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -2.8% | +7.3% | -10.0% | -5.9% |
| 30D | -10.2% | -15.8% | +5.7% | -3.4% |
| 3M | -22.3% | -25.7% | +3.5% | -11.8% |
| 6M | -0.5% | -19.6% | +19.1% | +7.2% |
| YTD | -17.9% | +14.1% | -31.9% | -28.5% |
| 1Y | -22.0% | +12.2% | -34.2% | -31.7% |
| 3Y | +29.4% | +63.8% | -34.4% | -12.7% |
| 5Y | +81.2% | +28.7% | +52.5% | +35.0% |
| All | +737.6% | +94.6% | +643.0% | +346.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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