+6,351.7%
AMD vs LPLA
+902.8%
+5,448.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.7% |
| 7D | -11.0% | +4.1% | -15.2% | -12.5% |
| 30D | -30.5% | -9.0% | -21.5% | -28.6% |
| 3M | -8.2% | -17.6% | +9.4% | -2.5% |
| 6M | +6.6% | -8.8% | +15.4% | +7.3% |
| YTD | +109.7% | -17.0% | +126.7% | +116.7% |
| 1Y | +88.9% | -20.4% | +109.3% | +99.1% |
| 3Y | +301.8% | +35.4% | +266.4% | +232.2% |
| 5Y | +229.4% | +79.7% | +149.6% | +134.8% |
| All | +6,351.7% | +902.8% | +5,448.9% | +3,142.5% |
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 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