+27.9%
APD vs LPLA
+145.4%
-117.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.2% | -3.1% | +0.9% | -1.7% |
| 30D | +2.1% | -0.1% | +2.2% | +2.1% |
| 3M | +7.2% | +23.2% | -16.1% | +2.9% |
| 6M | +11.2% | +15.5% | -4.3% | +7.7% |
| YTD | +24.4% | +0.9% | +23.5% | +23.1% |
| 1Y | +6.7% | +0.2% | +6.5% | +5.3% |
| 3Y | +9.2% | +55.2% | -46.0% | -3.3% |
| All | +27.9% | +145.4% | -117.5% | -1.4% |
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