+135.8%
XLC vs LPLA
+365.6%
-229.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | +3.5% | -3.2% | +6.6% | +4.3% |
| 30D | -2.6% | -8.6% | +6.1% | -0.8% |
| 3M | -2.1% | -18.7% | +16.6% | +2.5% |
| 6M | -5.5% | +4.5% | -10.0% | -7.6% |
| YTD | -6.9% | -15.3% | +8.4% | -4.8% |
| 1Y | -3.7% | -19.9% | +16.2% | -0.1% |
| 3Y | +64.2% | +33.4% | +30.8% | +43.7% |
| 5Y | +43.0% | +87.4% | -44.4% | +8.1% |
| All | +135.8% | +365.6% | -229.8% | +20.1% |
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