-22.0%
LPLA vs BWA
+12.4%
-34.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -2.8% | +7.3% | -10.0% | -2.8% |
| 30D | -10.2% | -15.8% | +5.7% | -10.1% |
| 3M | -22.3% | -25.7% | +3.5% | -22.4% |
| 6M | -0.5% | -19.6% | +19.1% | -0.3% |
| YTD | -17.9% | +14.1% | -31.9% | -22.8% |
| 1Y | -22.0% | +12.2% | -34.2% | -26.3% |
| All | -22.0% | +12.4% | -34.5% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling