+302.4%
MXL vs LPLA
+1,251.7%
-949.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.7% | +6.6% |
| 7D | +18.9% | -1.5% | +20.4% | +19.7% |
| 30D | +0.3% | -6.0% | +6.3% | +3.3% |
| 3M | -8.0% | +24.0% | -32.1% | -18.7% |
| 6M | +341.2% | +17.0% | +324.3% | +292.7% |
| YTD | +327.8% | -0.7% | +328.5% | +311.3% |
| 1Y | +364.9% | +2.1% | +362.8% | +337.5% |
| 3Y | +229.2% | +48.7% | +180.5% | +145.9% |
| 5Y | +42.8% | +151.2% | -108.5% | -25.9% |
| All | +302.4% | +1,251.7% | -949.3% | +17.7% |
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