+164.2%
XLB vs LPLA
+758.1%
-593.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | -0.9% | +1.5% | +0.8% |
| 30D | +5.2% | -9.5% | +14.6% | +7.7% |
| 3M | +0.3% | -21.9% | +22.2% | +7.1% |
| 6M | +1.2% | -2.6% | +3.8% | +0.5% |
| YTD | +16.6% | -17.8% | +34.5% | +20.8% |
| 1Y | +21.4% | -21.2% | +42.6% | +27.3% |
| 3Y | +43.2% | +30.6% | +12.6% | +21.8% |
| 5Y | +28.0% | +81.3% | -53.3% | -7.8% |
| All | +164.2% | +758.1% | -593.9% | +13.5% |
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