+124.8%
XRT vs LPLA
+1,198.0%
-1,073.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -2.4% | -1.5% | -0.9% | -1.9% |
| 30D | -6.9% | -6.0% | -1.0% | -5.1% |
| 3M | -0.4% | +21.4% | -21.8% | -7.1% |
| 6M | +2.2% | +12.1% | -9.8% | -2.6% |
| YTD | -0.7% | -1.8% | +1.2% | -1.6% |
| 1Y | -2.0% | +3.2% | -5.2% | -5.1% |
| 3Y | +41.0% | +45.9% | -4.9% | +16.3% |
| 5Y | -3.3% | +144.7% | -148.0% | -37.1% |
| 10Y | +124.8% | +1,222.4% | -1,097.6% | -14.9% |
| All | +124.8% | +1,198.0% | -1,073.2% | -14.9% |
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 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