-17.0%
AMRZ vs LPLA
-19.8%
+2.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -2.8% |
| 7D | +2.5% | +7.6% | -5.1% | +1.2% |
| 30D | +14.4% | -9.5% | +23.9% | +16.0% |
| 3M | -19.2% | -16.3% | -2.8% | -17.1% |
| 6M | -19.7% | -8.0% | -11.7% | -18.8% |
| YTD | -20.2% | -15.5% | -4.6% | -18.7% |
| 1Y | -15.1% | -19.4% | +4.3% | -13.4% |
| All | -17.0% | -19.8% | +2.8% | -15.8% |
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 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