+314.3%
XOM vs LPLA
+1,275.5%
-961.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.4% |
| 7D | -2.4% | -2.1% | -0.3% | -1.8% |
| 30D | +5.7% | -3.3% | +9.0% | +6.5% |
| 3M | +6.6% | +23.5% | -17.0% | +0.1% |
| 6M | +7.7% | +12.0% | -4.3% | +3.3% |
| YTD | +36.2% | -1.7% | +37.9% | +34.7% |
| 1Y | +50.5% | +3.2% | +47.3% | +46.0% |
| 3Y | +53.4% | +46.2% | +7.2% | +30.0% |
| 5Y | +254.2% | +144.9% | +109.3% | +147.2% |
| 10Y | +177.9% | +1,195.1% | -1,017.2% | +26.5% |
| All | +314.3% | +1,275.5% | -961.2% | +66.6% |
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