+1,186.7%
LPLA vs BWA
+153.1%
+1,033.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -1.0% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -6.4% | -5.5% | -0.9% | -4.2% |
| 3M | +20.2% | -7.6% | +27.8% | +23.5% |
| 6M | +12.8% | +25.0% | -12.1% | -0.9% |
| YTD | -2.5% | +47.0% | -49.5% | -23.7% |
| 1Y | +1.9% | +54.0% | -52.0% | -22.7% |
| 3Y | +45.0% | +70.7% | -25.7% | -1.3% |
| 5Y | +146.6% | +86.7% | +59.9% | +53.4% |
| All | +1,186.7% | +153.1% | +1,033.6% | +524.6% |
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