+7,765.4%
AMD vs LPLA
+758.1%
+7,007.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.8% | -8.8% |
| 7D | +18.9% | -0.9% | +19.9% | +19.3% |
| 30D | -6.4% | -9.5% | +3.1% | -3.8% |
| 3M | +10.6% | -21.9% | +32.4% | +20.1% |
| 6M | +19.9% | -2.6% | +22.5% | +17.6% |
| YTD | +149.4% | -17.8% | +167.2% | +158.7% |
| 1Y | +115.4% | -21.2% | +136.6% | +127.9% |
| 3Y | +357.3% | +30.6% | +326.7% | +281.6% |
| 5Y | +261.1% | +81.3% | +179.8% | +154.0% |
| All | +7,765.4% | +758.1% | +7,007.3% | +3,286.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling