+183.2%
XME vs LPLA
+146.0%
+37.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.9% |
| 7D | +3.6% | -2.1% | +5.7% | +4.3% |
| 30D | +3.6% | -3.3% | +7.0% | +4.6% |
| 3M | +1.2% | +23.5% | -22.3% | -6.1% |
| 6M | +9.0% | +12.0% | -3.0% | +3.9% |
| YTD | +15.9% | -1.7% | +17.6% | +15.3% |
| 1Y | +43.2% | +3.2% | +40.0% | +39.3% |
| 3Y | +137.4% | +46.2% | +91.2% | +97.1% |
| All | +183.2% | +146.0% | +37.3% | +77.8% |
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