-97.7%
AMC vs LPLA
+705.8%
-803.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.4% | -9.1% | -11.3% |
| 7D | 0.0% | +7.6% | -7.6% | -2.3% |
| 30D | +4.4% | -9.5% | +13.9% | +7.7% |
| 3M | +15.4% | -16.3% | +31.7% | +21.7% |
| 6M | +93.7% | -8.0% | +101.7% | +96.9% |
| YTD | +97.4% | -15.5% | +113.0% | +106.1% |
| 1Y | +23.2% | -19.4% | +42.6% | +30.7% |
| 3Y | -71.3% | +39.7% | -111.0% | -75.9% |
| 5Y | -99.3% | +83.0% | -182.3% | -99.5% |
| 10Y | -98.7% | +933.4% | -1,032.2% | -99.5% |
| All | -97.7% | +705.8% | -803.5% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling