+163.9%
XLE vs LPLA
+892.4%
-728.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.8% |
| 7D | -7.9% | +2.3% | -10.2% | -8.9% |
| 30D | -4.8% | -7.7% | +2.8% | -2.8% |
| 3M | +8.4% | -15.7% | +24.1% | +14.4% |
| 6M | +12.7% | +0.8% | +11.8% | +9.4% |
| YTD | +41.3% | -14.2% | +55.5% | +44.5% |
| 1Y | +42.3% | -17.9% | +60.2% | +48.2% |
| 3Y | +65.1% | +36.1% | +29.0% | +29.3% |
| 5Y | +150.2% | +90.3% | +59.9% | +53.7% |
| 10Y | +163.9% | +841.0% | -677.0% | -14.3% |
| All | +163.9% | +892.4% | -728.5% | -14.3% |
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