-2.6%
APA vs LPLA
+1,198.0%
-1,200.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.1% |
| 7D | +0.3% | -1.5% | +1.9% | +1.2% |
| 30D | +9.3% | -6.0% | +15.3% | +13.0% |
| 3M | +23.3% | +21.4% | +2.0% | +8.1% |
| 6M | +39.5% | +12.1% | +27.4% | +26.1% |
| YTD | +87.6% | -1.8% | +89.5% | +81.6% |
| 1Y | +114.2% | +3.2% | +111.0% | +97.9% |
| 3Y | +13.6% | +45.9% | -32.4% | -21.6% |
| 5Y | +175.6% | +144.7% | +30.9% | +20.8% |
| 10Y | -2.6% | +1,222.4% | -1,225.1% | -79.1% |
| All | -2.6% | +1,198.0% | -1,200.6% | -79.1% |
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