+160.6%
XOP vs LPLA
+145.5%
+15.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +1.0% | -1.5% | +2.5% | +1.4% |
| 30D | +10.8% | -6.0% | +16.8% | +13.0% |
| 3M | +19.5% | +21.4% | -1.9% | +11.1% |
| 6M | +21.6% | +12.1% | +9.5% | +15.3% |
| YTD | +55.8% | -1.8% | +57.7% | +54.0% |
| 1Y | +54.6% | +3.2% | +51.4% | +49.0% |
| 3Y | +36.6% | +45.9% | -9.3% | +11.9% |
| 5Y | +160.6% | +144.7% | +16.0% | +46.8% |
| All | +160.6% | +145.5% | +15.1% | +46.8% |
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