-22.5%
XYL vs LPLA
+87.4%
-109.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | -5.9% | -3.2% | -2.7% | -5.2% |
| 30D | -7.3% | -8.6% | +1.3% | -5.5% |
| 3M | -22.5% | -18.7% | -3.8% | -19.0% |
| 6M | -14.4% | +4.5% | -19.0% | -16.0% |
| YTD | -29.4% | -15.3% | -14.1% | -27.3% |
| 1Y | -35.6% | -19.9% | -15.7% | -32.9% |
| 3Y | +0.3% | +33.4% | -33.1% | -10.4% |
| All | -22.5% | +87.4% | -109.9% | -41.4% |
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