+96.6%
AMCR vs LPLA
+1,243.7%
-1,147.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.4% |
| 7D | -1.8% | -2.1% | +0.2% | -1.5% |
| 30D | -6.0% | -3.3% | -2.7% | -5.5% |
| 3M | +18.9% | +23.5% | -4.6% | +14.5% |
| 6M | +5.7% | +12.0% | -6.4% | +3.2% |
| YTD | +11.1% | -1.7% | +12.8% | +10.5% |
| 1Y | +12.7% | +3.2% | +9.5% | +10.8% |
| 3Y | +9.6% | +46.2% | -36.6% | -1.0% |
| 5Y | -10.3% | +144.9% | -155.2% | -28.2% |
| 10Y | +16.5% | +1,195.1% | -1,178.6% | -22.4% |
| All | +96.6% | +1,243.7% | -1,147.1% | +28.2% |
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