+105.4%
AMT vs LPLA
+1,198.0%
-1,092.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.5% | -1.5% | +3.0% | +1.6% |
| 30D | +3.7% | -6.0% | +9.7% | +4.2% |
| 3M | -7.2% | +21.4% | -28.6% | -8.8% |
| 6M | -4.2% | +12.1% | -16.2% | -5.3% |
| YTD | +1.9% | -1.8% | +3.7% | +1.6% |
| 1Y | -6.4% | +3.2% | -9.6% | -7.2% |
| 3Y | +7.7% | +45.9% | -38.2% | +0.7% |
| 5Y | -30.9% | +144.7% | -175.6% | -41.8% |
| 10Y | +105.4% | +1,222.4% | -1,117.1% | +57.0% |
| All | +105.4% | +1,198.0% | -1,092.6% | +57.0% |
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