+892.1%
LPLA vs AMBA
-0.9%
+893.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -3.1% |
| 7D | +4.1% | -7.2% | +11.4% | +5.6% |
| 30D | -9.0% | -10.4% | +1.4% | -7.3% |
| 3M | -17.6% | -30.1% | +12.5% | -11.9% |
| 6M | -8.8% | -22.4% | +13.6% | -8.1% |
| YTD | -17.0% | -17.3% | +0.3% | -18.4% |
| 1Y | -20.4% | -35.4% | +15.0% | -17.9% |
| 3Y | +35.4% | +18.6% | +16.8% | +12.3% |
| 5Y | +79.7% | -69.8% | +149.6% | +91.2% |
| All | +892.1% | -0.9% | +893.0% | +538.5% |
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