-42.2%
APA vs LPLA
+1,111.7%
-1,153.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.8% |
| 7D | -5.5% | +3.6% | -9.2% | -7.6% |
| 30D | -1.2% | -6.8% | +5.6% | +0.6% |
| 3M | +10.6% | -17.0% | +27.6% | +18.8% |
| 6M | +28.4% | +1.8% | +26.6% | +22.6% |
| YTD | +89.7% | -13.4% | +103.1% | +93.0% |
| 1Y | +90.6% | -17.5% | +108.1% | +98.7% |
| 3Y | +36.9% | +36.5% | +0.4% | +3.4% |
| 5Y | +83.2% | +92.6% | -9.4% | +8.4% |
| 10Y | -0.1% | +809.2% | -809.3% | -68.9% |
| All | -42.2% | +1,111.7% | -1,153.8% | -86.0% |
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 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