+33.6%
XLY vs LPLA
+46.5%
-12.9%
-26.0%
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% | +0.5% |
| 7D | -1.7% | -1.5% | -0.2% | -1.3% |
| 30D | -4.2% | -6.0% | +1.8% | -2.8% |
| 3M | -2.7% | +24.0% | -26.7% | -7.6% |
| 6M | -0.6% | +17.0% | -17.6% | -4.7% |
| YTD | -5.0% | -0.7% | -4.4% | -5.6% |
| 1Y | -4.1% | +2.1% | -6.2% | -5.7% |
| 3Y | +33.6% | +48.7% | -15.1% | +24.7% |
| All | +33.6% | +46.5% | -12.9% | +24.7% |
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