-98.9%
AMC vs LPLA
+1,257.9%
-1,356.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +2.3% | -3.1% | +5.4% | +3.5% |
| 30D | -0.7% | -0.1% | -0.7% | -0.9% |
| 3M | +35.2% | +23.2% | +12.0% | +24.2% |
| 6M | +124.6% | +15.5% | +109.0% | +111.5% |
| YTD | +69.9% | +0.9% | +69.0% | +67.6% |
| 1Y | -2.6% | +0.2% | -2.7% | -4.3% |
| 3Y | -79.8% | +55.2% | -135.0% | -84.0% |
| 5Y | -99.4% | +145.4% | -244.8% | -99.6% |
| All | -98.9% | +1,257.9% | -1,356.8% | -99.6% |
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