+549.0%
XLF vs LPLA
+1,049.8%
-500.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.7% | -0.9% | +3.6% | +3.0% |
| 30D | +7.6% | -9.5% | +17.1% | +10.8% |
| 3M | +1.1% | -21.9% | +22.9% | +9.6% |
| 6M | +15.9% | -2.6% | +18.5% | +15.2% |
| YTD | +8.4% | -17.8% | +26.3% | +13.6% |
| 1Y | +12.5% | -21.2% | +33.7% | +19.6% |
| 3Y | +81.6% | +30.6% | +50.9% | +52.7% |
| 5Y | +59.3% | +81.3% | -22.1% | +12.6% |
| 10Y | +225.4% | +773.9% | -548.5% | +25.4% |
| All | +549.0% | +1,049.8% | -500.8% | +95.8% |
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