+374.7%
XYL vs LPLA
+1,278.8%
-904.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.7% | -0.9% | -2.8% | -3.5% |
| 30D | -8.3% | -9.5% | +1.2% | -5.9% |
| 3M | -21.4% | -21.9% | +0.4% | -16.1% |
| 6M | -12.9% | -2.6% | -10.3% | -13.1% |
| YTD | -30.1% | -17.8% | -12.3% | -27.1% |
| 1Y | -35.2% | -21.2% | -14.0% | -31.7% |
| 3Y | -0.8% | +30.6% | -31.4% | -13.2% |
| 5Y | -23.2% | +81.3% | -104.6% | -41.5% |
| 10Y | +101.2% | +773.9% | -672.7% | -4.3% |
| All | +374.7% | +1,278.8% | -904.1% | +86.4% |
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 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