+1,591.4%
AMAT vs LPLA
+1,257.9%
+333.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | -3.1% | +1.6% | -0.2% |
| 30D | -14.8% | -0.1% | -14.7% | -14.9% |
| 3M | -9.3% | +23.2% | -32.5% | -17.9% |
| 6M | +27.4% | +15.5% | +11.9% | +17.6% |
| YTD | +77.6% | +0.9% | +76.7% | +72.6% |
| 1Y | +188.9% | +0.2% | +188.8% | +179.2% |
| 3Y | +202.3% | +55.2% | +147.1% | +132.3% |
| 5Y | +248.9% | +145.4% | +103.5% | +104.4% |
| All | +1,591.4% | +1,257.9% | +333.6% | +468.0% |
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