+1,162.1%
AMAT vs LPLA
+902.8%
+259.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +5.0% |
| 7D | -14.7% | +4.1% | -18.9% | -16.2% |
| 30D | -36.1% | -9.0% | -27.1% | -34.3% |
| 3M | -36.9% | -17.6% | -19.2% | -32.6% |
| 6M | -22.2% | -8.8% | -13.4% | -21.4% |
| YTD | +29.9% | -17.0% | +47.0% | +35.0% |
| 1Y | +43.3% | -20.4% | +63.7% | +51.7% |
| 3Y | +142.7% | +35.4% | +107.2% | +93.7% |
| 5Y | +126.2% | +79.7% | +46.5% | +49.2% |
| All | +1,162.1% | +902.8% | +259.3% | +395.5% |
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