+149.7%
XBI vs LPLA
+1,251.7%
-1,102.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.0% |
| 7D | -4.6% | -1.5% | -3.1% | -4.2% |
| 30D | -2.0% | -6.0% | +4.0% | -0.3% |
| 3M | +17.8% | +24.0% | -6.3% | +9.6% |
| 6M | +23.7% | +17.0% | +6.7% | +16.8% |
| YTD | +28.2% | -0.7% | +28.9% | +26.5% |
| 1Y | +64.0% | +2.1% | +61.9% | +59.6% |
| 3Y | +99.4% | +48.7% | +50.7% | +65.6% |
| 5Y | +19.3% | +151.2% | -131.9% | -21.1% |
| All | +149.7% | +1,251.7% | -1,102.0% | -12.7% |
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