+373.4%
AMD vs LPLA
+33.3%
+340.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +8.0% |
| 7D | +13.1% | -3.2% | +16.3% | +14.4% |
| 30D | -7.0% | -8.6% | +1.7% | -4.8% |
| 3M | +16.6% | -18.7% | +35.2% | +23.9% |
| 6M | +20.5% | +4.5% | +16.0% | +15.0% |
| YTD | +158.2% | -15.3% | +173.5% | +166.3% |
| 1Y | +132.8% | -19.9% | +152.7% | +147.1% |
| All | +373.4% | +33.3% | +340.1% | +317.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling