+1,278.0%
AAPL vs LPLA
+1,251.7%
+26.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.2% |
| 7D | +3.8% | -1.5% | +5.4% | +4.3% |
| 30D | +9.9% | -6.0% | +15.9% | +11.7% |
| 3M | +12.5% | +24.0% | -11.6% | +5.7% |
| 6M | +27.6% | +17.0% | +10.6% | +21.1% |
| YTD | +22.6% | -0.7% | +23.2% | +21.0% |
| 1Y | +45.0% | +2.1% | +42.9% | +41.4% |
| 3Y | +87.8% | +48.7% | +39.1% | +60.7% |
| 5Y | +128.7% | +151.2% | -22.6% | +59.8% |
| All | +1,278.0% | +1,251.7% | +26.3% | +582.9% |
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