+139.9%
XLC vs LPLA
+439.7%
-299.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.4% | -1.5% | +0.1% | -1.0% |
| 30D | -0.9% | -6.0% | +5.1% | +0.6% |
| 3M | -0.3% | +21.4% | -21.7% | -5.4% |
| 6M | -5.2% | +12.1% | -17.3% | -8.6% |
| YTD | -5.3% | -1.8% | -3.5% | -6.1% |
| 1Y | -2.8% | +3.2% | -6.0% | -5.3% |
| 3Y | +71.2% | +45.9% | +25.3% | +47.6% |
| 5Y | +37.6% | +144.7% | -107.1% | -3.1% |
| All | +139.9% | +439.7% | -299.8% | +18.5% |
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