+388.6%
XLP vs LPLA
+1,084.6%
-696.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | -0.5% | -3.2% | +2.6% | -0.2% |
| 30D | +8.3% | -8.6% | +17.0% | +9.2% |
| 3M | +8.7% | -18.7% | +27.4% | +10.9% |
| 6M | +11.2% | +4.5% | +6.6% | +10.1% |
| YTD | +20.0% | -15.3% | +35.3% | +21.3% |
| 1Y | +21.3% | -19.9% | +41.2% | +23.4% |
| 3Y | +43.8% | +33.4% | +10.4% | +35.0% |
| 5Y | +43.3% | +87.4% | -44.1% | +25.9% |
| 10Y | +136.8% | +800.4% | -663.7% | +64.7% |
| All | +388.6% | +1,084.6% | -696.0% | +209.1% |
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 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