+163.7%
APD vs LPLA
+1,194.2%
-1,030.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.6% |
| 7D | -2.5% | -2.1% | -0.4% | -2.0% |
| 30D | -1.9% | -3.3% | +1.5% | -1.1% |
| 3M | +8.2% | +23.5% | -15.3% | +2.7% |
| 6M | +10.7% | +12.0% | -1.3% | +7.0% |
| YTD | +22.9% | -1.7% | +24.6% | +21.9% |
| 1Y | +5.8% | +3.2% | +2.6% | +3.2% |
| 3Y | +7.8% | +46.2% | -38.4% | -6.2% |
| 5Y | +26.1% | +144.9% | -118.8% | -8.0% |
| 10Y | +163.7% | +1,195.1% | -1,031.4% | +38.1% |
| All | +163.7% | +1,194.2% | -1,030.5% | +38.1% |
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