+73.6%
XLF vs LPLA
+44.8%
+28.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.0% | -1.5% | +0.5% | -0.7% |
| 30D | -1.3% | -6.0% | +4.7% | +0.2% |
| 3M | +9.1% | +21.4% | -12.2% | +3.8% |
| 6M | +14.4% | +12.1% | +2.3% | +10.5% |
| YTD | +5.1% | -1.8% | +6.9% | +4.6% |
| 1Y | +8.6% | +3.2% | +5.4% | +6.4% |
| All | +73.6% | +44.8% | +28.8% | +59.4% |
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