+28.0%
XOP vs LPLA
+1,311.2%
-1,283.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +2.6% | -3.1% | +5.6% | +4.0% |
| 30D | +15.4% | -0.1% | +15.5% | +15.3% |
| 3M | +12.1% | +23.2% | -11.2% | +0.6% |
| 6M | +19.7% | +15.5% | +4.1% | +9.4% |
| YTD | +52.4% | +0.9% | +51.5% | +47.1% |
| 1Y | +47.6% | +0.2% | +47.4% | +41.5% |
| 3Y | +34.4% | +55.2% | -20.9% | -0.9% |
| 5Y | +154.4% | +145.4% | +9.0% | +40.2% |
| 10Y | +54.7% | +1,229.7% | -1,175.0% | -60.3% |
| All | +28.0% | +1,311.2% | -1,283.2% | -72.3% |
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