+662.4%
XHB vs LPLA
+1,311.2%
-648.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.4% |
| 30D | -6.9% | -0.1% | -6.8% | -6.9% |
| 3M | -1.3% | +23.2% | -24.5% | -7.9% |
| 6M | -6.8% | +15.5% | -22.3% | -11.7% |
| YTD | +0.7% | +0.9% | -0.2% | -1.2% |
| 1Y | -11.2% | +0.2% | -11.4% | -13.3% |
| 3Y | +25.3% | +55.2% | -29.9% | +1.8% |
| 5Y | +37.3% | +145.4% | -108.1% | -9.4% |
| 10Y | +211.5% | +1,229.7% | -1,018.1% | +13.0% |
| All | +662.4% | +1,311.2% | -648.8% | +132.0% |
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