+313.2%
XLB vs LPLA
+1,311.2%
-998.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.4% | -3.1% | +1.7% | -0.5% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | +2.0% | +23.2% | -21.3% | -4.3% |
| 6M | +1.8% | +15.5% | -13.7% | -3.2% |
| YTD | +16.6% | +0.9% | +15.7% | +14.6% |
| 1Y | +16.9% | +0.2% | +16.8% | +14.5% |
| 3Y | +32.6% | +55.2% | -22.7% | +10.4% |
| 5Y | +35.6% | +145.4% | -109.8% | -5.6% |
| 10Y | +160.0% | +1,229.7% | -1,069.6% | +7.0% |
| All | +313.2% | +1,311.2% | -998.0% | +45.5% |
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 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