+432.8%
XYL vs LPLA
+1,592.4%
-1,159.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -5.0% | -3.1% | -2.0% | -4.2% |
| 30D | -13.2% | -0.1% | -13.1% | -13.2% |
| 3M | -3.7% | +23.2% | -26.9% | -9.7% |
| 6M | -17.7% | +15.5% | -33.2% | -21.7% |
| YTD | -21.5% | +0.9% | -22.4% | -22.5% |
| 1Y | -24.5% | +0.2% | -24.7% | -25.7% |
| 3Y | +6.9% | +55.2% | -48.3% | -10.5% |
| 5Y | -18.1% | +145.4% | -163.5% | -42.7% |
| 10Y | +134.7% | +1,229.7% | -1,094.9% | +0.9% |
| All | +432.8% | +1,592.4% | -1,159.6% | +98.2% |
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