+119.6%
AMDL vs LPLA
+13.9%
+105.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -2.2% | +16.6% | +15.7% |
| 7D | +18.5% | -3.2% | +21.7% | +22.0% |
| 30D | -24.2% | -8.6% | -15.6% | -20.8% |
| 3M | +11.5% | -18.7% | +30.2% | +25.5% |
| 6M | -1.0% | +4.5% | -5.6% | -11.6% |
| YTD | +260.3% | -15.3% | +275.6% | +273.6% |
| 1Y | +178.2% | -19.9% | +198.0% | +208.9% |
| All | +119.6% | +13.9% | +105.7% | +84.2% |
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 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