-99.2%
AMC vs LPLA
+81.8%
-180.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.3% |
| 7D | +8.4% | -2.8% | +11.2% | +9.6% |
| 30D | +9.2% | -10.2% | +19.3% | +13.0% |
| 3M | +32.0% | -22.3% | +54.3% | +43.5% |
| 6M | +149.3% | -0.5% | +149.7% | +146.1% |
| YTD | +114.1% | -17.9% | +132.0% | +126.2% |
| 1Y | +35.8% | -22.0% | +57.8% | +46.2% |
| 3Y | -58.3% | +29.4% | -87.7% | -64.7% |
| 5Y | -99.2% | +81.2% | -180.4% | -99.5% |
| All | -99.2% | +81.8% | -180.9% | -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 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