+144.7%
LPLA vs XPO
+262.4%
-117.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.7% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | -6.0% | -8.1% | +2.1% | -3.9% |
| 3M | +21.4% | -19.0% | +40.4% | +27.9% |
| 6M | +12.1% | -5.2% | +17.3% | +12.1% |
| YTD | -1.8% | +35.6% | -37.4% | -12.3% |
| 1Y | +3.2% | +41.1% | -37.9% | -9.4% |
| 3Y | +45.9% | +157.9% | -112.0% | +1.1% |
| 5Y | +144.7% | +265.6% | -121.0% | +41.6% |
| All | +144.7% | +262.4% | -117.8% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling