+135.4%
XLP vs LPLA
+824.7%
-689.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +2.3% | +3.6% | -1.3% | +1.9% |
| 30D | +9.1% | -6.8% | +15.9% | +9.8% |
| 3M | +7.9% | -17.0% | +24.9% | +9.9% |
| 6M | +9.6% | +1.8% | +7.8% | +8.8% |
| YTD | +19.4% | -13.4% | +32.8% | +20.5% |
| 1Y | +22.4% | -17.5% | +39.9% | +24.1% |
| 3Y | +43.2% | +36.5% | +6.7% | +33.1% |
| 5Y | +42.6% | +92.6% | -50.1% | +22.5% |
| 10Y | +135.4% | +809.2% | -673.8% | +65.0% |
| All | +135.4% | +824.7% | -689.3% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling