+32.8%
MXL vs LPLA
+142.4%
-109.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.8% |
| 7D | +16.6% | -3.7% | +20.3% | +18.2% |
| 30D | +0.5% | -6.4% | +6.8% | +3.0% |
| 3M | -3.6% | +20.2% | -23.8% | -11.7% |
| 6M | +328.0% | +12.8% | +315.2% | +295.1% |
| YTD | +297.8% | -2.5% | +300.3% | +290.2% |
| 1Y | +339.4% | +1.9% | +337.5% | +319.6% |
| 3Y | +201.7% | +45.0% | +156.8% | +148.5% |
| 5Y | +32.8% | +146.6% | -113.8% | -30.1% |
| All | +32.8% | +142.4% | -109.6% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling