+57.5%
AME vs LPLA
+50.5%
+7.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.6% |
| 7D | +2.8% | -2.1% | +4.9% | +3.2% |
| 30D | -6.3% | -3.3% | -2.9% | -5.6% |
| 3M | +5.4% | +23.5% | -18.2% | +0.1% |
| 6M | +7.4% | +12.0% | -4.6% | +4.1% |
| YTD | +16.2% | -1.7% | +17.8% | +15.6% |
| 1Y | +26.8% | +3.2% | +23.6% | +24.1% |
| 3Y | +57.5% | +46.2% | +11.3% | +40.0% |
| All | +57.5% | +50.5% | +7.0% | +40.0% |
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