+349.0%
XLP vs LPLA
+1,311.2%
-962.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 1Y | +7.8% | +0.2% | +7.6% | +6.9% |
| 3Y | +27.2% | +55.2% | -28.0% | +17.6% |
| 5Y | +32.5% | +145.4% | -112.9% | +12.8% |
| 10Y | +101.8% | +1,229.7% | -1,127.9% | +34.5% |
| All | +349.0% | +1,311.2% | -962.3% | +179.2% |
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