+337.5%
AMD vs LPLA
+145.4%
+192.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +2.6% | -3.1% | +5.6% | +3.9% |
| 30D | -0.9% | -0.1% | -0.8% | -1.1% |
| 3M | -8.7% | +23.2% | -31.9% | -17.6% |
| 6M | +136.3% | +15.5% | +120.8% | +116.3% |
| YTD | +123.0% | +0.9% | +122.1% | +116.5% |
| 1Y | +195.2% | +0.2% | +195.0% | +187.0% |
| 3Y | +336.3% | +55.2% | +281.1% | +235.0% |
| All | +337.5% | +145.4% | +192.1% | +129.8% |
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