+147.8%
XEL vs LPLA
+1,251.7%
-1,103.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -0.3% | -1.5% | +1.3% | -0.2% |
| 30D | -3.9% | -6.0% | +2.1% | -3.6% |
| 3M | -2.8% | +24.0% | -26.9% | -4.3% |
| 6M | -5.4% | +17.0% | -22.4% | -6.6% |
| YTD | +3.8% | -0.7% | +4.4% | +3.5% |
| 1Y | +6.8% | +2.1% | +4.7% | +6.2% |
| 3Y | +45.6% | +48.7% | -3.1% | +39.0% |
| 5Y | +30.7% | +151.2% | -120.5% | +16.2% |
| All | +147.8% | +1,251.7% | -1,103.9% | +118.9% |
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