+247.2%
AMAT vs LPLA
+145.4%
+101.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | -3.1% | +1.6% | -0.4% |
| 30D | -14.8% | -0.1% | -14.7% | -14.8% |
| 3M | -9.3% | +23.2% | -32.5% | -16.6% |
| 6M | +27.4% | +15.5% | +11.9% | +19.2% |
| YTD | +77.6% | +0.9% | +76.7% | +74.0% |
| 1Y | +188.9% | +0.2% | +188.8% | +181.9% |
| 3Y | +202.3% | +55.2% | +147.1% | +140.6% |
| All | +247.2% | +145.4% | +101.8% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling