+117.5%
AMAT vs LPLA
+81.7%
+35.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.4% | -10.2% | -12.5% |
| 7D | -24.3% | +7.6% | -31.9% | -26.1% |
| 30D | -39.8% | -9.5% | -30.3% | -38.2% |
| 3M | -40.2% | -16.3% | -23.8% | -37.1% |
| 6M | -22.1% | -8.0% | -14.1% | -21.5% |
| YTD | +24.7% | -15.5% | +40.2% | +28.5% |
| 1Y | +33.3% | -19.4% | +52.6% | +40.0% |
| 3Y | +133.9% | +39.7% | +94.2% | +90.0% |
| All | +117.5% | +81.7% | +35.9% | +36.5% |
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