-24.5%
XYL vs LPLA
+0.7%
-25.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -5.0% | -3.1% | -2.0% | -4.5% |
| 30D | -13.2% | -0.1% | -13.1% | -13.2% |
| 3M | -3.7% | +23.2% | -26.9% | -7.5% |
| 6M | -17.7% | +15.5% | -33.2% | -20.1% |
| YTD | -21.5% | +0.9% | -22.4% | -20.4% |
| 1Y | -24.5% | +0.2% | -24.7% | -22.8% |
| All | -24.5% | +0.7% | -25.2% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling