+1,367.3%
AAPL vs LPLA
+758.1%
+609.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.1% | -0.9% | +5.1% | +4.4% |
| 30D | +4.0% | -9.5% | +13.5% | +6.2% |
| 3M | +16.8% | -21.9% | +38.7% | +23.8% |
| 6M | +19.4% | -2.6% | +22.0% | +18.5% |
| YTD | +31.5% | -17.8% | +49.3% | +35.6% |
| 1Y | +31.0% | -21.2% | +52.2% | +36.5% |
| 3Y | +95.3% | +30.6% | +64.7% | +70.7% |
| 5Y | +143.4% | +81.3% | +62.0% | +83.2% |
| All | +1,367.3% | +758.1% | +609.3% | +623.8% |
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 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