+244.1%
XLE vs LPLA
+1,311.2%
-1,067.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.2% | -3.1% | +5.3% | +3.3% |
| 30D | +11.8% | -0.1% | +11.9% | +11.7% |
| 3M | +9.8% | +23.2% | -13.4% | +1.1% |
| 6M | +15.6% | +15.5% | 0.0% | +8.0% |
| YTD | +45.3% | +0.9% | +44.4% | +41.6% |
| 1Y | +48.3% | +0.2% | +48.1% | +43.9% |
| 3Y | +55.4% | +55.2% | +0.2% | +22.6% |
| 5Y | +216.1% | +145.4% | +70.7% | +97.1% |
| 10Y | +178.4% | +1,229.7% | -1,051.3% | -4.6% |
| All | +244.1% | +1,311.2% | -1,067.2% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling