+518.7%
MXL vs LPLA
+1,311.2%
-792.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.7% |
| 7D | +1.6% | -3.1% | +4.7% | +3.1% |
| 30D | -7.0% | -0.1% | -6.9% | -7.1% |
| 3M | -33.4% | +23.2% | -56.6% | -40.4% |
| 6M | +260.2% | +15.5% | +244.6% | +225.5% |
| YTD | +260.0% | +0.9% | +259.1% | +244.7% |
| 1Y | +303.5% | +0.2% | +303.3% | +284.7% |
| 3Y | +160.4% | +55.2% | +105.2% | +95.9% |
| 5Y | +14.7% | +145.4% | -130.7% | -34.3% |
| 10Y | +215.6% | +1,229.7% | -1,014.1% | -15.6% |
| All | +518.7% | +1,311.2% | -792.5% | +34.3% |
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