+47.6%
AMDL vs LPLA
+11.6%
+36.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.8% | +24.1% | +23.4% |
| 7D | -26.2% | +4.1% | -30.4% | -27.8% |
| 30D | -57.1% | -9.0% | -48.1% | -55.2% |
| 3M | -29.8% | -17.6% | -12.2% | -22.3% |
| 6M | -22.2% | -8.8% | -13.4% | -22.7% |
| YTD | +142.1% | -17.0% | +159.2% | +153.8% |
| 1Y | +85.8% | -20.4% | +106.3% | +105.8% |
| All | +47.6% | +11.6% | +36.0% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling