+6,882.0%
AMD vs LPLA
+1,257.9%
+5,624.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +2.6% | -3.1% | +5.6% | +3.8% |
| 30D | -0.9% | -0.1% | -0.8% | -1.1% |
| 3M | -8.7% | +23.2% | -31.9% | -16.8% |
| 6M | +136.3% | +15.5% | +120.8% | +118.1% |
| YTD | +123.0% | +0.9% | +122.1% | +116.6% |
| 1Y | +195.2% | +0.2% | +195.0% | +187.1% |
| 3Y | +336.3% | +55.2% | +281.1% | +247.8% |
| 5Y | +334.5% | +145.4% | +189.0% | +180.2% |
| All | +6,882.0% | +1,257.9% | +5,624.2% | +2,824.0% |
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