+91.1%
AME vs LPLA
+147.5%
-56.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +2.8% |
| 7D | +1.7% | -1.5% | +3.3% | +2.1% |
| 30D | -6.4% | -6.0% | -0.4% | -5.1% |
| 3M | +7.1% | +24.0% | -17.0% | +1.5% |
| 6M | +8.2% | +17.0% | -8.8% | +3.6% |
| YTD | +18.2% | -0.7% | +18.8% | +17.2% |
| 1Y | +26.7% | +2.1% | +24.6% | +24.4% |
| 3Y | +60.7% | +48.7% | +12.0% | +41.6% |
| All | +91.1% | +147.5% | -56.4% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling