+41.1%
XLC vs LPLA
+91.3%
-50.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +1.8% |
| 7D | +7.1% | +2.3% | +4.8% | +6.6% |
| 30D | -2.7% | -7.7% | +4.9% | -1.5% |
| 3M | -3.2% | -15.7% | +12.5% | -0.4% |
| 6M | -7.7% | +0.8% | -8.5% | -8.5% |
| YTD | -8.0% | -14.2% | +6.3% | -6.4% |
| 1Y | -3.1% | -17.9% | +14.9% | -0.6% |
| 3Y | +64.9% | +36.1% | +28.8% | +48.2% |
| All | +41.1% | +91.3% | -50.2% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling