+166.9%
XLE vs LPLA
+80.3%
+86.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.4% | -0.9% | +6.4% | +5.6% |
| 30D | -3.9% | -9.5% | +5.5% | -2.3% |
| 3M | +7.0% | -21.9% | +28.9% | +12.5% |
| 6M | +14.2% | -2.6% | +16.8% | +13.3% |
| YTD | +48.2% | -17.8% | +66.0% | +52.3% |
| 1Y | +47.7% | -21.2% | +68.9% | +53.4% |
| 3Y | +70.0% | +30.6% | +39.4% | +49.3% |
| All | +166.9% | +80.3% | +86.6% | +108.3% |
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 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