+34.5%
QXO vs LPLA
+1,251.7%
-1,217.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -7.8% | -1.5% | -6.2% | -7.6% |
| 30D | -18.1% | -6.0% | -12.1% | -17.4% |
| 3M | -25.8% | +24.0% | -49.8% | -28.2% |
| 6M | -41.7% | +17.0% | -58.7% | -43.3% |
| YTD | -36.2% | -0.7% | -35.5% | -36.4% |
| 1Y | -42.1% | +2.1% | -44.2% | -42.6% |
| 3Y | -46.2% | +48.7% | -94.8% | -50.6% |
| 5Y | -70.7% | +151.2% | -222.0% | -75.1% |
| All | +34.5% | +1,251.7% | -1,217.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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