+46.2%
LPLA vs BWA
+72.9%
-26.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.3% |
| 7D | -2.1% | +4.3% | -6.4% | -2.5% |
| 30D | -3.3% | -2.9% | -0.4% | -3.1% |
| 3M | +23.5% | -12.4% | +36.0% | +25.2% |
| 6M | +12.0% | +28.6% | -16.6% | +7.8% |
| YTD | -1.7% | +48.2% | -49.9% | -9.5% |
| 1Y | +3.2% | +50.9% | -47.7% | -5.7% |
| 3Y | +46.2% | +72.2% | -26.0% | +25.8% |
| All | +46.2% | +72.9% | -26.7% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling