+204.0%
XHB vs LPLA
+1,226.8%
-1,022.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.1% |
| 7D | -5.2% | -3.7% | -1.6% | -4.1% |
| 30D | -12.1% | -6.4% | -5.8% | -10.3% |
| 3M | -6.2% | +20.2% | -26.4% | -12.0% |
| 6M | -6.7% | +12.8% | -19.6% | -11.1% |
| YTD | -5.5% | -2.5% | -3.0% | -6.2% |
| 1Y | -15.6% | +1.9% | -17.6% | -18.1% |
| 3Y | +22.0% | +45.0% | -23.0% | -0.1% |
| 5Y | +31.8% | +146.6% | -114.8% | -17.7% |
| All | +204.0% | +1,226.8% | -1,022.8% | +10.1% |
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