+166.1%
APA vs LPLA
+143.6%
+22.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.4% | +2.9% |
| 7D | -1.7% | -2.1% | +0.4% | -0.9% |
| 30D | +15.7% | -3.3% | +19.1% | +17.1% |
| 3M | +16.5% | +23.5% | -7.1% | +5.6% |
| 6M | +35.1% | +12.0% | +23.1% | +26.4% |
| YTD | +82.2% | -1.7% | +83.9% | +79.2% |
| 1Y | +102.5% | +3.2% | +99.2% | +92.7% |
| 3Y | +10.3% | +46.2% | -35.9% | -13.8% |
| 5Y | +166.1% | +144.9% | +21.2% | +22.8% |
| All | +166.1% | +143.6% | +22.5% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling