+962.7%
AME vs LPLA
+1,311.2%
-348.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.6% | -3.1% | +3.7% | +1.6% |
| 30D | -6.7% | -0.1% | -6.6% | -6.7% |
| 3M | +4.1% | +23.2% | -19.2% | -3.4% |
| 6M | +1.6% | +15.5% | -14.0% | -4.1% |
| YTD | +16.1% | +0.9% | +15.3% | +13.9% |
| 1Y | +27.3% | +0.2% | +27.2% | +24.3% |
| 3Y | +50.9% | +55.2% | -4.4% | +23.0% |
| 5Y | +81.4% | +145.4% | -64.1% | +19.2% |
| 10Y | +417.0% | +1,229.7% | -812.7% | +79.5% |
| All | +962.7% | +1,311.2% | -348.6% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling