+651.8%
XLY vs LPLA
+1,263.8%
-612.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -3.9% | -3.7% | -0.2% | -2.9% |
| 30D | -6.1% | -6.4% | +0.3% | -4.4% |
| 3M | -1.2% | +20.2% | -21.3% | -6.3% |
| 6M | -1.8% | +12.8% | -14.6% | -5.7% |
| YTD | -5.9% | -2.5% | -3.4% | -6.4% |
| 1Y | -3.1% | +1.9% | -5.0% | -5.2% |
| 3Y | +36.0% | +45.0% | -9.0% | +18.0% |
| 5Y | +27.6% | +146.6% | -119.0% | -7.6% |
| 10Y | +216.8% | +1,213.6% | -996.8% | +44.1% |
| All | +651.8% | +1,263.8% | -612.1% | +205.7% |
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 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