+117.8%
AMDL vs LPLA
+32.3%
+85.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.5% | +14.2% | +13.5% |
| 7D | +19.9% | -2.1% | +22.0% | +21.4% |
| 30D | +6.3% | -3.3% | +9.6% | +8.2% |
| 3M | -9.9% | +23.5% | -33.4% | -26.3% |
| 6M | +394.3% | +12.0% | +382.3% | +321.0% |
| YTD | +257.3% | -1.7% | +259.0% | +241.7% |
| 1Y | +508.5% | +3.2% | +505.3% | +456.5% |
| All | +117.8% | +32.3% | +85.5% | +68.5% |
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 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