+162.1%
XLB vs LPLA
+1,235.7%
-1,073.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.9% | -1.5% | -1.4% | -2.5% |
| 30D | -3.4% | -6.0% | +2.6% | -1.7% |
| 3M | +1.6% | +21.4% | -19.8% | -4.5% |
| 6M | +3.6% | +12.1% | -8.4% | -0.8% |
| YTD | +14.2% | -1.8% | +16.1% | +13.2% |
| 1Y | +15.6% | +3.2% | +12.4% | +12.1% |
| 3Y | +33.1% | +45.9% | -12.8% | +11.1% |
| 5Y | +35.0% | +144.7% | -109.6% | -10.5% |
| All | +162.1% | +1,235.7% | -1,073.7% | +6.9% |
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