+172.3%
XLE vs LPLA
+784.1%
-611.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.8% |
| 7D | -0.2% | -3.2% | +2.9% | +1.0% |
| 30D | -4.0% | -8.6% | +4.6% | -1.6% |
| 3M | +4.6% | -18.7% | +23.3% | +12.0% |
| 6M | +12.3% | +4.5% | +7.8% | +7.4% |
| YTD | +44.5% | -15.3% | +59.9% | +48.6% |
| 1Y | +42.4% | -19.9% | +62.3% | +49.8% |
| 3Y | +67.0% | +33.4% | +33.6% | +31.8% |
| 5Y | +161.9% | +87.4% | +74.5% | +61.7% |
| All | +172.3% | +784.1% | -611.7% | -10.7% |
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