+31.3%
XLRE vs LPLA
+46.5%
-15.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | -1.2% | -1.5% | +0.4% | -1.1% |
| 30D | -2.4% | -6.0% | +3.6% | -2.1% |
| 3M | -2.5% | +24.0% | -26.5% | -3.7% |
| 6M | +4.0% | +17.0% | -13.0% | +3.0% |
| YTD | +9.3% | -0.7% | +10.0% | +9.2% |
| 1Y | +5.6% | +2.1% | +3.5% | +5.1% |
| 3Y | +31.3% | +48.7% | -17.4% | +32.8% |
| All | +31.3% | +46.5% | -15.3% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling