+14.6%
AMCR vs LPLA
+1,251.7%
-1,237.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | -6.3% | -1.5% | -4.7% | -5.9% |
| 30D | -7.8% | -6.0% | -1.8% | -6.6% |
| 3M | +7.5% | +24.0% | -16.5% | +2.1% |
| 6M | +2.7% | +17.0% | -14.3% | -1.6% |
| YTD | +6.0% | -0.7% | +6.7% | +5.0% |
| 1Y | +7.8% | +2.1% | +5.7% | +5.6% |
| 3Y | +5.8% | +48.7% | -42.9% | -8.8% |
| 5Y | -11.6% | +151.2% | -162.8% | -37.0% |
| All | +14.6% | +1,251.7% | -1,237.1% | -37.7% |
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