-20.2%
AMRZ vs LPLA
-21.9%
+1.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | +13.0% | -9.5% | +22.5% | +14.6% |
| 3M | -12.1% | -21.9% | +9.8% | -8.7% |
| 6M | -19.1% | -2.6% | -16.5% | -19.1% |
| YTD | -23.3% | -17.8% | -5.5% | -21.4% |
| 1Y | -16.6% | -21.2% | +4.6% | -14.5% |
| All | -20.2% | -21.9% | +1.8% | -18.6% |
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