+95.5%
APA vs LPLA
-19.0%
+114.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +3.6% |
| 7D | +5.1% | -3.2% | +8.2% | +5.1% |
| 30D | +0.3% | -8.6% | +8.9% | +0.9% |
| 3M | +15.6% | -18.7% | +34.3% | +17.1% |
| 6M | +28.9% | +4.5% | +24.4% | +28.3% |
| YTD | +96.6% | -15.3% | +111.9% | +101.0% |
| 1Y | +95.5% | -19.9% | +115.4% | +105.0% |
| All | +95.5% | -19.0% | +114.6% | +105.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling