+101.4%
XLP vs LPLA
+1,230.5%
-1,129.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | -3.1% | +2.0% | -0.7% |
| 30D | -0.9% | -0.1% | -0.8% | -0.9% |
| 3M | +3.8% | +23.2% | -19.4% | +1.2% |
| 6M | -1.7% | +15.5% | -17.3% | -3.7% |
| YTD | +10.3% | +0.9% | +9.4% | +9.6% |
| 1Y | +7.8% | +0.2% | +7.6% | +6.9% |
| 3Y | +27.2% | +55.2% | -28.0% | +17.2% |
| 5Y | +32.5% | +145.4% | -112.9% | +11.1% |
| All | +101.4% | +1,230.5% | -1,129.2% | +37.1% |
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