+70.0%
XLE vs LPLA
+29.4%
+40.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.4% | -0.9% | +6.4% | +5.5% |
| 30D | -3.9% | -9.5% | +5.5% | -2.7% |
| 3M | +7.0% | -21.9% | +28.9% | +11.3% |
| 6M | +14.2% | -2.6% | +16.8% | +13.5% |
| YTD | +48.2% | -17.8% | +66.0% | +51.8% |
| 1Y | +47.7% | -21.2% | +68.9% | +52.8% |
| 3Y | +70.0% | +30.6% | +39.4% | +57.5% |
| All | +70.0% | +29.4% | +40.6% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling