+15.6%
XYL vs LPLA
+44.8%
-29.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +0.8% | -1.5% | +2.4% | +1.1% |
| 30D | -10.8% | -6.0% | -4.9% | -9.9% |
| 3M | -2.5% | +21.4% | -23.9% | -6.1% |
| 6M | -12.2% | +12.1% | -24.3% | -14.3% |
| YTD | -20.1% | -1.8% | -18.2% | -19.9% |
| 1Y | -20.6% | +3.2% | -23.9% | -21.3% |
| All | +15.6% | +44.8% | -29.2% | +12.0% |
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