+132.8%
AMAT vs LPLA
+38.6%
+94.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.4% | -10.2% | -12.7% |
| 7D | -24.3% | +7.6% | -31.9% | -25.7% |
| 30D | -39.8% | -9.5% | -30.3% | -38.5% |
| 3M | -40.2% | -16.3% | -23.8% | -37.5% |
| 6M | -22.1% | -8.0% | -14.1% | -21.3% |
| YTD | +24.7% | -15.5% | +40.2% | +28.5% |
| 1Y | +33.3% | -19.4% | +52.6% | +39.9% |
| All | +132.8% | +38.6% | +94.3% | +105.4% |
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