+598.5%
XLV vs LPLA
+1,263.8%
-665.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -4.4% | -3.7% | -0.7% | -3.7% |
| 30D | -1.4% | -6.4% | +5.0% | -0.3% |
| 3M | +8.9% | +20.2% | -11.3% | +5.1% |
| 6M | +9.1% | +12.8% | -3.8% | +6.2% |
| YTD | +7.9% | -2.5% | +10.4% | +7.5% |
| 1Y | +22.7% | +1.9% | +20.8% | +20.8% |
| 3Y | +31.9% | +45.0% | -13.1% | +18.5% |
| 5Y | +34.9% | +146.6% | -111.7% | +5.2% |
| 10Y | +173.9% | +1,213.6% | -1,039.7% | +43.7% |
| All | +598.5% | +1,263.8% | -665.3% | +238.9% |
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 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