+441.6%
AME vs LPLA
+797.0%
-355.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.3% |
| 7D | +1.1% | -3.2% | +4.3% | +2.2% |
| 30D | -4.1% | -8.6% | +4.6% | -1.9% |
| 3M | -6.3% | -18.7% | +12.3% | -0.6% |
| 6M | +3.5% | +4.5% | -1.0% | +0.1% |
| YTD | +17.3% | -15.3% | +32.6% | +20.7% |
| 1Y | +22.0% | -19.9% | +41.9% | +27.9% |
| 3Y | +62.0% | +33.4% | +28.6% | +35.7% |
| 5Y | +78.5% | +87.4% | -8.9% | +22.9% |
| 10Y | +441.6% | +800.4% | -358.8% | +97.6% |
| All | +441.6% | +797.0% | -355.4% | +97.6% |
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