-29.8%
AMDL vs LPLA
-18.6%
-11.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.8% | +24.1% | +21.8% |
| 7D | -26.2% | +4.1% | -30.4% | -23.8% |
| 30D | -57.1% | -9.0% | -48.1% | -56.2% |
| 3M | -29.8% | -17.6% | -12.2% | -31.2% |
| All | -29.8% | -18.6% | -11.2% | -31.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling