-98.7%
AMC vs LPLA
+824.7%
-923.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | +5.5% | +3.6% | +1.8% | +4.3% |
| 30D | +16.1% | -6.8% | +22.9% | +18.8% |
| 3M | +43.0% | -17.0% | +60.0% | +52.4% |
| 6M | +130.7% | +1.8% | +128.8% | +125.6% |
| YTD | +121.8% | -13.4% | +135.2% | +130.3% |
| 1Y | +40.7% | -17.5% | +58.2% | +48.8% |
| 3Y | -56.8% | +36.5% | -93.3% | -64.4% |
| 5Y | -99.1% | +92.6% | -191.7% | -99.4% |
| 10Y | -98.7% | +809.2% | -907.9% | -99.5% |
| All | -98.7% | +824.7% | -923.4% | -99.5% |
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