+98.0%
XME vs LPLA
+1,047.9%
-949.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -0.9% |
| 7D | +5.3% | -2.9% | +8.2% | +6.5% |
| 30D | -8.2% | -10.2% | +2.0% | -5.2% |
| 3M | -18.4% | -22.3% | +4.0% | -11.4% |
| 6M | -22.8% | -0.6% | -22.3% | -24.3% |
| YTD | -7.9% | -17.9% | +10.1% | -3.6% |
| 1Y | -0.9% | -22.1% | +21.3% | +5.9% |
| 3Y | +96.0% | +29.3% | +66.7% | +64.5% |
| 5Y | +110.3% | +81.0% | +29.3% | +48.9% |
| 10Y | +272.8% | +772.5% | -499.7% | +46.6% |
| All | +98.0% | +1,047.9% | -949.8% | -40.9% |
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