+1,321.9%
AMAT vs LPLA
+758.1%
+563.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +11.4% | -0.9% | +12.3% | +11.9% |
| 30D | -17.0% | -9.5% | -7.6% | -14.5% |
| 3M | -30.6% | -21.9% | -8.8% | -24.1% |
| 6M | -14.9% | -2.6% | -12.3% | -16.4% |
| YTD | +44.7% | -17.8% | +62.5% | +51.1% |
| 1Y | +66.9% | -21.2% | +88.1% | +77.7% |
| 3Y | +153.3% | +30.6% | +122.7% | +104.8% |
| 5Y | +146.2% | +81.3% | +64.9% | +60.2% |
| All | +1,321.9% | +758.1% | +563.8% | +406.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling