-99.9%
AMIX vs LPLA
+26.0%
-125.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.4% | -2.2% | -5.7% |
| 7D | -25.5% | +7.6% | -33.1% | -25.3% |
| 30D | -56.2% | -9.5% | -46.7% | -56.1% |
| 3M | -87.4% | -16.3% | -71.1% | -87.4% |
| 6M | -80.9% | -8.0% | -72.9% | -81.5% |
| YTD | -86.8% | -15.5% | -71.3% | -87.0% |
| 1Y | -91.3% | -19.4% | -72.0% | -91.4% |
| All | -99.9% | +26.0% | -125.9% | -99.9% |
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