+146.5%
XME vs LPLA
+1,311.2%
-1,164.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.1% | -3.1% | +3.0% | +1.1% |
| 30D | +6.0% | -0.1% | +6.1% | +5.9% |
| 3M | -7.7% | +23.2% | -31.0% | -15.3% |
| 6M | +1.0% | +15.5% | -14.6% | -5.8% |
| YTD | +14.6% | +0.9% | +13.7% | +12.3% |
| 1Y | +46.0% | +0.2% | +45.8% | +42.2% |
| 3Y | +127.0% | +55.2% | +71.8% | +80.0% |
| 5Y | +175.8% | +145.4% | +30.4% | +75.4% |
| 10Y | +414.6% | +1,229.7% | -815.0% | +77.6% |
| All | +146.5% | +1,311.2% | -1,164.8% | -31.2% |
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