+88.2%
XLRE vs LPLA
+1,251.7%
-1,163.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | -1.2% | -1.5% | +0.4% | -0.9% |
| 30D | -2.4% | -6.0% | +3.6% | -1.3% |
| 3M | -2.5% | +24.0% | -26.5% | -6.6% |
| 6M | +4.0% | +17.0% | -13.0% | +0.3% |
| YTD | +9.3% | -0.7% | +10.0% | +8.4% |
| 1Y | +5.6% | +2.1% | +3.5% | +3.8% |
| 3Y | +31.3% | +48.7% | -17.4% | +16.3% |
| 5Y | +9.5% | +151.2% | -141.7% | -17.7% |
| All | +88.2% | +1,251.7% | -1,163.5% | +9.9% |
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