+456.3%
LRCX vs LPLA
+144.0%
+312.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | +9.5% | -1.5% | +11.1% | +10.1% |
| 30D | +3.1% | -6.0% | +9.1% | +5.5% |
| 3M | -3.4% | +21.4% | -24.8% | -11.5% |
| 6M | +49.7% | +12.1% | +37.6% | +40.7% |
| YTD | +84.9% | -1.8% | +86.7% | +82.3% |
| 1Y | +200.8% | +3.2% | +197.6% | +188.5% |
| 3Y | +385.1% | +45.9% | +339.1% | +290.3% |
| All | +456.3% | +144.0% | +312.2% | +204.5% |
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 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