+167.6%
AMAT vs LPLA
+88.0%
+79.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +6.8% |
| 7D | +7.0% | -3.2% | +10.1% | +8.2% |
| 30D | -20.6% | -8.6% | -12.0% | -18.8% |
| 3M | -24.8% | -18.7% | -6.1% | -20.0% |
| 6M | -10.7% | +4.5% | -15.3% | -14.2% |
| YTD | +54.3% | -15.3% | +69.6% | +58.9% |
| 1Y | +73.7% | -19.9% | +93.6% | +83.0% |
| 3Y | +168.4% | +33.4% | +135.0% | +122.3% |
| 5Y | +167.6% | +87.4% | +80.2% | +66.1% |
| All | +167.6% | +88.0% | +79.6% | +66.1% |
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