+165.0%
AMAT vs LPLA
+37.6%
+127.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.4% | +8.0% | +10.5% |
| 7D | -1.1% | +2.3% | -3.4% | -1.5% |
| 30D | -26.9% | -7.7% | -19.2% | -25.7% |
| 3M | -31.2% | -15.7% | -15.5% | -28.3% |
| 6M | -14.7% | +0.8% | -15.5% | -16.5% |
| YTD | +44.7% | -14.2% | +58.9% | +48.6% |
| 1Y | +62.0% | -17.9% | +79.9% | +69.2% |
| 3Y | +165.0% | +36.1% | +128.9% | +132.7% |
| All | +165.0% | +37.6% | +127.3% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling