+10.3%
APA vs LPLA
+50.5%
-40.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.4% | +2.6% |
| 7D | -1.7% | -2.1% | +0.4% | -1.1% |
| 30D | +15.7% | -3.3% | +19.1% | +16.7% |
| 3M | +16.5% | +23.5% | -7.1% | +8.5% |
| 6M | +35.1% | +12.0% | +23.1% | +29.0% |
| YTD | +82.2% | -1.7% | +83.9% | +81.0% |
| 1Y | +102.5% | +3.2% | +99.2% | +95.9% |
| 3Y | +10.3% | +46.2% | -35.9% | -2.9% |
| All | +10.3% | +50.5% | -40.2% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling