+35.5%
XLV vs LPLA
+147.5%
-112.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -3.6% | -1.5% | -2.0% | -3.4% |
| 30D | -1.8% | -6.0% | +4.2% | -1.3% |
| 3M | +7.8% | +24.0% | -16.3% | +5.4% |
| 6M | +9.1% | +17.0% | -7.9% | +7.2% |
| YTD | +7.7% | -0.7% | +8.4% | +7.4% |
| 1Y | +20.4% | +2.1% | +18.3% | +19.5% |
| 3Y | +30.8% | +48.7% | -17.9% | +22.6% |
| All | +35.5% | +147.5% | -112.0% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling