+229.2%
MXL vs LPLA
+46.5%
+182.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.7% | +7.0% |
| 7D | +18.9% | -1.5% | +20.4% | +19.4% |
| 30D | +0.3% | -6.0% | +6.3% | +2.2% |
| 3M | -8.0% | +24.0% | -32.1% | -15.3% |
| 6M | +341.2% | +17.0% | +324.3% | +307.1% |
| YTD | +327.8% | -0.7% | +328.5% | +321.9% |
| 1Y | +364.9% | +2.1% | +362.8% | +350.4% |
| 3Y | +229.2% | +48.7% | +180.5% | +247.6% |
| All | +229.2% | +46.5% | +182.7% | +247.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling