+135.3%
XME vs LPLA
+44.8%
+90.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -0.2% | -1.5% | +1.3% | +0.1% |
| 30D | +1.4% | -6.0% | +7.4% | +2.9% |
| 3M | +2.7% | +21.4% | -18.6% | -2.8% |
| 6M | +6.5% | +12.1% | -5.6% | +2.6% |
| YTD | +15.2% | -1.8% | +17.0% | +15.3% |
| 1Y | +43.5% | +3.2% | +40.3% | +41.2% |
| All | +135.3% | +44.8% | +90.5% | +114.7% |
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