+139.5%
XLP vs LPLA
+758.1%
-618.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +2.5% | -0.9% | +3.5% | +2.6% |
| 30D | +7.3% | -9.5% | +16.8% | +8.3% |
| 3M | +8.1% | -21.9% | +30.0% | +10.9% |
| 6M | +10.5% | -2.6% | +13.1% | +10.3% |
| YTD | +21.2% | -17.8% | +39.0% | +23.0% |
| 1Y | +22.7% | -21.2% | +43.9% | +25.1% |
| 3Y | +44.8% | +30.6% | +14.2% | +35.3% |
| 5Y | +44.7% | +81.3% | -36.6% | +25.2% |
| All | +139.5% | +758.1% | -618.6% | +68.3% |
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