-99.5%
SPXS vs LPLA
+1,251.7%
-1,351.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -0.9% |
| 7D | +2.5% | -1.5% | +4.0% | +1.3% |
| 30D | +4.2% | -6.0% | +10.2% | -0.7% |
| 3M | -9.3% | +24.0% | -33.4% | +9.0% |
| 6M | -30.7% | +17.0% | -47.7% | -20.0% |
| YTD | -28.1% | -0.7% | -27.4% | -26.6% |
| 1Y | -35.1% | +2.1% | -37.2% | -31.2% |
| 3Y | -79.6% | +48.7% | -128.3% | -65.2% |
| 5Y | -86.3% | +151.2% | -237.5% | -52.5% |
| All | -99.5% | +1,251.7% | -1,351.2% | -91.2% |
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