+34.5%
XLB vs LPLA
+50.5%
-15.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.6% |
| 7D | -0.2% | -2.1% | +1.8% | 0.0% |
| 30D | -1.7% | -3.3% | +1.6% | -1.3% |
| 3M | +4.4% | +23.5% | -19.2% | +1.0% |
| 6M | +5.0% | +12.0% | -7.0% | +2.9% |
| YTD | +15.5% | -1.7% | +17.1% | +15.2% |
| 1Y | +14.9% | +3.2% | +11.7% | +13.5% |
| 3Y | +34.5% | +46.2% | -11.7% | +27.5% |
| All | +34.5% | +50.5% | -15.9% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling