+809.2%
LPLA vs AMBA
+4.3%
+804.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.4% |
| 7D | +3.6% | -2.6% | +6.3% | +4.1% |
| 30D | -6.8% | -10.5% | +3.7% | -4.9% |
| 3M | -17.0% | -26.4% | +9.4% | -12.2% |
| 6M | +1.8% | -20.9% | +22.7% | +2.2% |
| YTD | -13.4% | -14.8% | +1.4% | -15.4% |
| 1Y | -17.5% | -36.1% | +18.6% | -14.6% |
| 3Y | +36.5% | +20.2% | +16.2% | +13.0% |
| 5Y | +92.6% | -67.2% | +159.9% | +101.1% |
| 10Y | +809.2% | +5.0% | +804.2% | +478.6% |
| All | +809.2% | +4.3% | +804.9% | +478.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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