+554.0%
XYZ vs LPLA
+650.8%
-96.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.5% |
| 7D | +12.1% | +4.1% | +8.0% | +10.5% |
| 30D | +12.4% | -9.0% | +21.4% | +16.2% |
| 3M | +8.2% | -17.6% | +25.8% | +16.2% |
| 6M | +20.7% | -8.8% | +29.5% | +22.8% |
| YTD | +31.3% | -17.0% | +48.4% | +37.8% |
| 1Y | +20.5% | -20.4% | +40.9% | +28.7% |
| 3Y | +72.6% | +35.4% | +37.2% | +42.6% |
| 5Y | -64.0% | +79.7% | -143.7% | -73.8% |
| 10Y | +601.8% | +915.0% | -313.1% | +215.4% |
| All | +554.0% | +650.8% | -96.8% | +221.2% |
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