+551.4%
AEP vs LPLA
+1,049.8%
-498.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.9% | -0.9% | +3.8% | +2.9% |
| 30D | +3.2% | -9.5% | +12.7% | +3.6% |
| 3M | +3.8% | -21.9% | +25.7% | +4.8% |
| 6M | +2.5% | -2.6% | +5.1% | +2.4% |
| YTD | +15.5% | -17.8% | +33.3% | +16.1% |
| 1Y | +9.6% | -21.2% | +30.8% | +10.4% |
| 3Y | +91.2% | +30.6% | +60.5% | +85.7% |
| 5Y | +88.2% | +81.3% | +6.9% | +77.1% |
| 10Y | +205.1% | +773.9% | -568.9% | +156.7% |
| All | +551.4% | +1,049.8% | -498.4% | +398.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling