-100.0%
SPXS vs LPLA
+1,275.5%
-1,375.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.2% | -0.3% |
| 7D | -1.5% | -2.1% | +0.5% | -3.0% |
| 30D | +3.7% | -3.3% | +7.0% | +1.2% |
| 3M | -9.6% | +23.5% | -33.1% | +7.0% |
| 6M | -32.4% | +12.0% | -44.4% | -25.2% |
| YTD | -28.7% | -1.7% | -27.0% | -27.6% |
| 1Y | -38.1% | +3.2% | -41.3% | -33.9% |
| 3Y | -80.1% | +46.2% | -126.3% | -67.7% |
| 5Y | -85.9% | +144.9% | -230.8% | -57.2% |
| 10Y | -99.5% | +1,195.1% | -1,294.6% | -91.1% |
| All | -100.0% | +1,275.5% | -1,375.4% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling