+555.8%
MXL vs LPLA
+1,275.5%
-719.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.5% | +8.5% | +7.2% |
| 7D | +15.5% | -2.1% | +17.5% | +16.4% |
| 30D | -11.3% | -3.3% | -8.0% | -10.1% |
| 3M | -16.1% | +23.5% | -39.6% | -25.2% |
| 6M | +323.0% | +12.0% | +311.0% | +287.7% |
| YTD | +281.5% | -1.7% | +283.2% | +269.4% |
| 1Y | +319.3% | +3.2% | +316.1% | +294.2% |
| 3Y | +189.4% | +46.2% | +143.2% | +123.9% |
| 5Y | +26.0% | +144.9% | -118.9% | -27.8% |
| 10Y | +243.5% | +1,195.1% | -951.6% | -7.1% |
| All | +555.8% | +1,275.5% | -719.7% | +43.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling