-45.5%
APA vs LPLA
+1,311.2%
-1,356.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +0.5% | -3.1% | +3.6% | +2.1% |
| 30D | +23.4% | -0.1% | +23.5% | +23.2% |
| 3M | +12.7% | +23.2% | -10.5% | 0.0% |
| 6M | +39.4% | +15.5% | +23.9% | +26.1% |
| YTD | +79.0% | +0.9% | +78.1% | +71.9% |
| 1Y | +88.8% | +0.2% | +88.7% | +80.0% |
| 3Y | +6.4% | +55.2% | -48.9% | -23.5% |
| 5Y | +153.0% | +145.4% | +7.5% | +34.8% |
| 10Y | +7.5% | +1,229.7% | -1,222.1% | -70.7% |
| All | -45.5% | +1,311.2% | -1,356.7% | -87.5% |
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