+55.0%
XOP vs LPLA
+1,251.7%
-1,196.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.8% |
| 7D | +2.6% | -1.5% | +4.2% | +3.4% |
| 30D | +9.6% | -6.0% | +15.6% | +12.8% |
| 3M | +20.4% | +24.0% | -3.7% | +6.6% |
| 6M | +19.9% | +17.0% | +2.9% | +8.0% |
| YTD | +56.4% | -0.7% | +57.1% | +51.6% |
| 1Y | +52.4% | +2.1% | +50.3% | +44.1% |
| 3Y | +39.9% | +48.7% | -8.8% | +1.5% |
| 5Y | +163.7% | +151.2% | +12.5% | +28.6% |
| All | +55.0% | +1,251.7% | -1,196.7% | -64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling