+149.9%
XLE vs LPLA
+78.4%
+71.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -12.0% | +4.1% | -16.1% | -12.9% |
| 30D | -2.7% | -9.0% | +6.3% | -1.2% |
| 3M | +6.6% | -17.6% | +24.2% | +10.7% |
| 6M | +9.5% | -8.8% | +18.4% | +10.5% |
| YTD | +40.6% | -17.0% | +57.6% | +44.2% |
| 1Y | +43.6% | -20.4% | +64.0% | +48.9% |
| 3Y | +58.1% | +35.4% | +22.7% | +37.5% |
| All | +149.9% | +78.4% | +71.5% | +94.7% |
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 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