+428.5%
AME vs LPLA
+1,198.0%
-769.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +1.3% | -1.5% | +2.9% | +1.8% |
| 30D | -6.6% | -6.0% | -0.6% | -4.7% |
| 3M | +3.0% | +21.4% | -18.4% | -4.1% |
| 6M | +5.3% | +12.1% | -6.8% | +0.2% |
| YTD | +15.4% | -1.8% | +17.3% | +14.2% |
| 1Y | +26.8% | +3.2% | +23.6% | +22.5% |
| 3Y | +56.5% | +45.9% | +10.6% | +29.0% |
| 5Y | +85.2% | +144.7% | -59.4% | +17.0% |
| 10Y | +428.5% | +1,222.4% | -793.9% | +80.2% |
| All | +428.5% | +1,198.0% | -769.5% | +80.2% |
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