+164.2%
XLB vs LPLA
+824.7%
-660.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +0.5% | +3.6% | -3.2% | -0.6% |
| 30D | +6.9% | -6.8% | +13.7% | +8.6% |
| 3M | -0.2% | -17.0% | +16.9% | +4.7% |
| 6M | +3.3% | +1.8% | +1.5% | +1.2% |
| YTD | +18.0% | -13.4% | +31.4% | +20.4% |
| 1Y | +24.2% | -17.5% | +41.7% | +28.5% |
| 3Y | +44.7% | +36.5% | +8.3% | +21.6% |
| 5Y | +31.6% | +92.6% | -61.1% | -6.9% |
| 10Y | +164.2% | +809.2% | -645.0% | +11.8% |
| All | +164.2% | +824.7% | -660.5% | +11.8% |
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