+182.1%
APD vs LPLA
+815.7%
-633.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.3% | +1.3% |
| 7D | -1.6% | +2.3% | -3.9% | -2.1% |
| 30D | +10.6% | -7.7% | +18.3% | +12.2% |
| 3M | +2.5% | -15.7% | +18.2% | +6.0% |
| 6M | +6.0% | +0.8% | +5.1% | +4.6% |
| YTD | +28.4% | -14.2% | +42.7% | +30.7% |
| 1Y | +22.2% | -17.9% | +40.1% | +25.6% |
| 3Y | +26.6% | +36.1% | -9.5% | +10.6% |
| 5Y | +11.8% | +90.3% | -78.6% | -14.2% |
| All | +182.1% | +815.7% | -633.6% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling